+177.4%
IJH vs SW
+182.7%
-5.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.7% | +2.3% | -4.0% | -1.9% |
| 30D | -0.9% | +6.8% | -7.7% | -1.7% |
| 3M | -5.8% | -5.2% | -0.6% | -5.3% |
| 6M | -2.8% | +7.4% | -10.3% | -4.1% |
| YTD | +10.1% | +17.4% | -7.3% | +7.2% |
| 1Y | +13.8% | +27.1% | -13.3% | +9.8% |
| 3Y | +53.2% | +47.9% | +5.3% | +45.0% |
| 5Y | +33.6% | -2.6% | +36.2% | +28.0% |
| All | +177.4% | +182.7% | -5.3% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling