+54.3%
JNJ vs IWD
+28.3%
+26.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -3.0% | -1.2% | -1.8% | -2.7% |
| 30D | +2.5% | -1.6% | +4.2% | +2.9% |
| 3M | +13.2% | +7.0% | +6.2% | +12.0% |
| 6M | +11.3% | +17.0% | -5.7% | +7.8% |
| YTD | +31.1% | +21.6% | +9.5% | +25.6% |
| 1Y | +54.3% | +28.0% | +26.3% | +45.6% |
| All | +54.3% | +28.3% | +26.0% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling