+47.4%
JHX vs IWD
+33.0%
+14.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +2.1% |
| 7D | +13.3% | +2.5% | +10.7% | +6.9% |
| 30D | +17.1% | +6.0% | +11.2% | +2.5% |
| 3M | +4.1% | +3.8% | +0.3% | -4.2% |
| 6M | +48.5% | +16.3% | +32.2% | +4.1% |
| YTD | +42.3% | +27.5% | +14.8% | -15.7% |
| 1Y | +47.4% | +32.8% | +14.6% | -17.0% |
| All | +47.4% | +33.0% | +14.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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