-6.2%
JHX vs IWD
+85.1%
-91.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.5% |
| 7D | -0.2% | +2.3% | -2.5% | -3.8% |
| 30D | +13.1% | +3.6% | +9.5% | +7.1% |
| 3M | -10.0% | +2.2% | -12.2% | -12.8% |
| 6M | +38.9% | +13.0% | +26.0% | +14.9% |
| YTD | +34.0% | +26.5% | +7.5% | -5.8% |
| 1Y | +66.0% | +30.1% | +35.8% | +12.3% |
| 3Y | -6.2% | +84.9% | -91.1% | -63.8% |
| All | -6.2% | +85.1% | -91.4% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling