+1,165.9%
JNJ vs IWD
+745.7%
+420.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.5% | +1.6% | +3.9% | +4.7% |
| 30D | +7.4% | +3.6% | +3.8% | +5.5% |
| 3M | +7.8% | +2.0% | +5.7% | +6.7% |
| 6M | +28.2% | +13.1% | +15.2% | +20.1% |
| YTD | +37.9% | +26.2% | +11.7% | +21.7% |
| 1Y | +52.4% | +29.6% | +22.8% | +32.7% |
| 3Y | +107.7% | +84.3% | +23.3% | +48.8% |
| 5Y | +96.5% | +73.4% | +23.1% | +44.0% |
| 10Y | +208.3% | +202.4% | +5.8% | +65.0% |
| All | +1,165.9% | +745.7% | +420.3% | +271.8% |
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