+893.6%
IJH vs WTW
+1,102.0%
-208.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | -5.7% | +3.9% | +0.5% |
| 30D | -4.6% | -7.3% | +2.6% | -1.8% |
| 3M | -1.2% | +21.5% | -22.6% | -9.3% |
| 6M | +9.4% | +9.6% | -0.2% | +3.7% |
| YTD | +13.3% | -3.3% | +16.6% | +12.3% |
| 1Y | +13.4% | -6.1% | +19.5% | +13.6% |
| 3Y | +50.4% | +61.8% | -11.4% | +17.5% |
| 5Y | +49.0% | +42.7% | +6.3% | +22.0% |
| 10Y | +182.6% | +197.2% | -14.6% | +68.0% |
| All | +893.6% | +1,102.0% | -208.4% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling