+148.1%
HBAN vs IWF
+720.7%
-572.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -1.5% | +0.5% | -2.0% | -2.0% |
| 30D | -5.5% | -1.4% | -4.1% | -4.3% |
| 3M | -0.2% | +0.4% | -0.7% | -1.4% |
| 6M | +5.2% | +8.5% | -3.3% | -4.3% |
| YTD | -2.3% | +3.7% | -6.0% | -7.2% |
| 1Y | -2.2% | +8.5% | -10.7% | -11.8% |
| 3Y | +73.8% | +78.5% | -4.7% | -8.3% |
| 5Y | +35.2% | +73.6% | -38.4% | -29.2% |
| 10Y | +155.4% | +421.3% | -265.9% | -63.7% |
| All | +148.1% | +720.7% | -572.5% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling