+47.4%
JHX vs IWF
-1.6%
+49.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.0% |
| 7D | +13.3% | -4.2% | +17.4% | +17.4% |
| 30D | +17.1% | -8.1% | +25.3% | +26.3% |
| 3M | +4.1% | -5.1% | +9.2% | +8.7% |
| 6M | +48.5% | -1.4% | +49.9% | +49.2% |
| YTD | +42.3% | -0.1% | +42.4% | +33.5% |
| 1Y | +47.4% | -1.3% | +48.6% | +38.9% |
| All | +47.4% | -1.6% | +49.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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