-4.4%
JHX vs IWF
+76.9%
-81.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -6.3% | -0.9% | -5.4% | -5.5% |
| 30D | -7.7% | -1.7% | -6.0% | -6.3% |
| 3M | +19.2% | +0.7% | +18.5% | +18.4% |
| 6M | +38.3% | +8.6% | +29.7% | +29.1% |
| YTD | +37.2% | +3.5% | +33.7% | +33.0% |
| 1Y | +42.3% | +7.0% | +35.2% | +33.7% |
| 3Y | -4.4% | +76.3% | -80.7% | -48.9% |
| All | -4.4% | +76.9% | -81.3% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling