+100.8%
HBAN vs IWD
+203.0%
-102.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.3% |
| 7D | +2.3% | +2.3% | 0.0% | -1.0% |
| 30D | +4.8% | +3.6% | +1.2% | -0.5% |
| 3M | -10.1% | +2.2% | -12.2% | -12.8% |
| 6M | +5.0% | +13.0% | -7.9% | -12.1% |
| YTD | -6.1% | +26.5% | -32.7% | -33.4% |
| 1Y | +4.6% | +30.1% | -25.6% | -28.8% |
| 3Y | +74.9% | +84.9% | -9.9% | -26.7% |
| 5Y | +21.4% | +73.4% | -51.9% | -43.2% |
| All | +100.8% | +203.0% | -102.2% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling