-31.4%
JHX vs IWD
+72.9%
-104.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.5% |
| 7D | -0.2% | +2.3% | -2.5% | -3.3% |
| 30D | +13.1% | +3.6% | +9.5% | +7.8% |
| 3M | -10.0% | +2.2% | -12.2% | -12.4% |
| 6M | +38.9% | +13.0% | +26.0% | +17.5% |
| YTD | +34.0% | +26.5% | +7.5% | -2.3% |
| 1Y | +66.0% | +30.1% | +35.8% | +16.6% |
| 3Y | -6.2% | +84.9% | -91.1% | -58.9% |
| All | -31.4% | +72.9% | -104.3% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling