+196.5%
JNJ vs IWD
+195.0%
+1.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -3.0% | -1.2% | -1.8% | -2.3% |
| 30D | +2.5% | -1.6% | +4.2% | +3.5% |
| 3M | +13.2% | +7.0% | +6.2% | +9.1% |
| 6M | +11.3% | +17.0% | -5.7% | +2.0% |
| YTD | +31.1% | +21.6% | +9.5% | +17.4% |
| 1Y | +54.3% | +28.0% | +26.3% | +34.3% |
| 3Y | +81.1% | +70.6% | +10.6% | +32.6% |
| 5Y | +82.7% | +73.3% | +9.4% | +30.8% |
| 10Y | +196.5% | +200.5% | -4.0% | +46.7% |
| All | +196.5% | +195.0% | +1.5% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling