+51.2%
JNJ vs IWF
-1.6%
+52.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.9% |
| 7D | +1.9% | -4.2% | +6.1% | +0.8% |
| 30D | +9.2% | -8.1% | +17.4% | +6.8% |
| 3M | +8.9% | -5.1% | +14.0% | +7.4% |
| 6M | +24.6% | -1.4% | +26.0% | +23.8% |
| YTD | +35.7% | -0.1% | +35.8% | +33.8% |
| 1Y | +51.2% | -1.3% | +52.5% | +49.6% |
| All | +51.2% | -1.6% | +52.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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