+83.4%
JNJ vs IWF
+71.2%
+12.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.3% |
| 7D | -4.3% | -1.7% | -2.6% | -4.3% |
| 30D | +3.0% | -1.8% | +4.9% | +3.1% |
| 3M | +12.2% | +1.5% | +10.8% | +12.1% |
| 6M | +10.5% | +7.7% | +2.8% | +9.9% |
| YTD | +30.8% | +2.7% | +28.1% | +30.4% |
| 1Y | +54.9% | +6.8% | +48.2% | +54.1% |
| 3Y | +80.7% | +76.9% | +3.8% | +67.1% |
| 5Y | +83.4% | +73.4% | +10.0% | +63.3% |
| All | +83.4% | +71.2% | +12.3% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling