+2,220.4%
JHX vs IWF
+1,242.9%
+977.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.7% |
| 7D | -4.9% | -1.7% | -3.2% | -3.4% |
| 30D | -9.3% | -1.8% | -7.5% | -7.8% |
| 3M | +28.1% | +1.5% | +26.6% | +26.4% |
| 6M | +35.2% | +7.7% | +27.5% | +27.3% |
| YTD | +35.9% | +2.7% | +33.1% | +33.2% |
| 1Y | +42.5% | +6.8% | +35.8% | +34.7% |
| 3Y | -4.5% | +76.9% | -81.3% | -42.4% |
| 5Y | -27.1% | +73.4% | -100.5% | -55.6% |
| 10Y | +104.2% | +416.4% | -312.2% | -49.4% |
| All | +2,220.4% | +1,242.9% | +977.5% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling