+15.3%
IJH vs SW
+26.3%
-11.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.1% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | +1.3% | +7.0% | -5.7% | -0.1% |
| 3M | -4.1% | -7.6% | +3.6% | -2.7% |
| 6M | +1.1% | +8.5% | -7.4% | -1.5% |
| YTD | +13.6% | +17.7% | -4.1% | +6.7% |
| All | +15.3% | +26.3% | -11.0% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling