+80.0%
JNJ vs IWD
+73.8%
+6.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +4.3% | -0.8% | +5.1% | +4.7% |
| 3M | +16.5% | +8.0% | +8.5% | +13.1% |
| 6M | +13.1% | +18.2% | -5.0% | +6.0% |
| YTD | +32.1% | +22.3% | +9.8% | +22.0% |
| 1Y | +54.5% | +28.9% | +25.6% | +39.6% |
| 3Y | +82.5% | +71.5% | +11.0% | +45.8% |
| 5Y | +80.0% | +73.6% | +6.4% | +42.3% |
| All | +80.0% | +73.8% | +6.2% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling