+95.0%
JNJ vs IWD
+68.9%
+26.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +6.9% | +2.7% | +4.2% | +5.9% |
| 3M | +8.0% | +0.9% | +7.1% | +7.7% |
| 6M | +24.3% | +10.5% | +13.7% | +19.6% |
| YTD | +35.6% | +23.7% | +11.9% | +24.7% |
| 1Y | +51.1% | +28.7% | +22.3% | +36.8% |
| 3Y | +98.3% | +79.7% | +18.6% | +55.7% |
| All | +95.0% | +68.9% | +26.1% | +56.0% |
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