+139.3%
HBAN vs IWD
+749.4%
-610.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.4% |
| 7D | -1.1% | -0.6% | -0.6% | -0.3% |
| 30D | +3.1% | +3.6% | -0.5% | -2.5% |
| 3M | -9.8% | +2.7% | -12.4% | -13.4% |
| 6M | +1.4% | +13.2% | -11.8% | -16.5% |
| YTD | -5.8% | +26.8% | -32.5% | -34.9% |
| 1Y | +4.2% | +29.3% | -25.0% | -30.1% |
| 3Y | +74.9% | +85.1% | -10.2% | -31.7% |
| 5Y | +21.7% | +74.2% | -52.5% | -47.0% |
| 10Y | +106.1% | +204.6% | -98.5% | -60.8% |
| All | +139.3% | +749.4% | -610.1% | -85.3% |
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