+42.3%
JHX vs IWD
+28.9%
+13.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -1.0% |
| 7D | -6.3% | -0.8% | -5.5% | -4.6% |
| 30D | -7.7% | -0.8% | -6.9% | -5.9% |
| 3M | +19.2% | +6.9% | +12.2% | +2.5% |
| 6M | +38.3% | +18.3% | +20.0% | -3.6% |
| YTD | +37.2% | +22.4% | +14.8% | -8.1% |
| 1Y | +42.3% | +27.4% | +14.9% | -8.8% |
| All | +42.3% | +28.9% | +13.3% | -8.8% |
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