+1,140.9%
JNJ vs IWD
+726.5%
+414.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +7.4% | +0.6% | +6.8% | +7.1% |
| 3M | +21.2% | +7.2% | +14.0% | +16.7% |
| 6M | +13.4% | +16.2% | -2.8% | +4.6% |
| YTD | +35.1% | +23.3% | +11.8% | +20.7% |
| 1Y | +57.4% | +29.6% | +27.9% | +37.0% |
| 3Y | +86.8% | +70.5% | +16.3% | +39.4% |
| 5Y | +80.8% | +73.5% | +7.3% | +32.3% |
| 10Y | +202.7% | +198.3% | +4.4% | +63.1% |
| All | +1,140.9% | +726.5% | +414.4% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling