+42.3%
JHX vs IWF
+7.1%
+35.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.2% |
| 7D | -6.3% | -0.9% | -5.4% | -5.4% |
| 30D | -7.7% | -1.7% | -6.0% | -6.1% |
| 3M | +19.2% | +0.7% | +18.5% | +18.4% |
| 6M | +38.3% | +8.6% | +29.7% | +26.2% |
| YTD | +37.2% | +3.5% | +33.7% | +27.5% |
| 1Y | +42.3% | +7.0% | +35.2% | +32.5% |
| All | +42.3% | +7.1% | +35.2% | +32.5% |
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