+2,279.7%
JHX vs IWD
+749.5%
+1,530.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +1.6% | -1.2% | +2.8% | +2.8% |
| 30D | -5.0% | -1.6% | -3.3% | -3.4% |
| 3M | +24.5% | +7.0% | +17.4% | +17.1% |
| 6M | +34.9% | +17.0% | +17.9% | +17.5% |
| YTD | +39.3% | +21.6% | +17.7% | +17.3% |
| 1Y | +48.6% | +28.0% | +20.6% | +19.4% |
| 3Y | -2.0% | +70.6% | -72.6% | -38.7% |
| 5Y | -24.4% | +73.3% | -97.7% | -52.5% |
| 10Y | +109.4% | +200.5% | -91.1% | -15.1% |
| All | +2,279.7% | +749.5% | +1,530.2% | +492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling