+39.1%
IJH vs SW
+0.2%
+38.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | +0.2% | -2.6% | +2.8% | +0.6% |
| 30D | +2.1% | +7.2% | -5.1% | +1.0% |
| 3M | -3.6% | -10.5% | +6.8% | -2.1% |
| 6M | +1.8% | +9.9% | -8.0% | -0.1% |
| YTD | +14.1% | +17.2% | -3.1% | +10.3% |
| 1Y | +15.9% | +26.5% | -10.6% | +10.7% |
| 3Y | +59.7% | +47.7% | +12.0% | +50.2% |
| 5Y | +39.1% | +0.2% | +38.9% | +28.6% |
| All | +39.1% | +0.2% | +38.9% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling