+114.6%
IJH vs TW
+206.7%
-92.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -1.9% | -4.5% | +2.6% | -0.6% |
| 30D | -4.6% | -2.3% | -2.4% | -4.1% |
| 3M | -1.2% | +2.6% | -3.8% | -2.6% |
| 6M | +9.4% | -17.5% | +27.0% | +14.7% |
| YTD | +13.3% | -5.3% | +18.6% | +13.3% |
| 1Y | +13.4% | -14.8% | +28.2% | +17.0% |
| 3Y | +50.4% | +18.8% | +31.6% | +34.6% |
| 5Y | +49.0% | +20.7% | +28.2% | +29.4% |
| All | +114.6% | +206.7% | -92.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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