+192.5%
JNJ vs IWF
+422.7%
-230.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | +2.3% | -1.7% | +4.0% | +2.8% |
| 3M | +12.0% | +0.7% | +11.3% | +11.4% |
| 6M | +10.5% | +8.6% | +1.9% | +7.3% |
| YTD | +30.4% | +3.5% | +26.9% | +28.3% |
| 1Y | +52.1% | +7.0% | +45.1% | +47.9% |
| 3Y | +77.8% | +76.3% | +1.5% | +40.8% |
| 5Y | +82.9% | +74.8% | +8.1% | +42.9% |
| All | +192.5% | +422.7% | -230.2% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling