+70.3%
HCA vs IWD
+72.9%
-2.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.5% |
| 7D | +4.9% | -1.2% | +6.1% | +6.0% |
| 30D | +1.9% | -1.6% | +3.5% | +3.4% |
| 3M | +12.7% | +7.0% | +5.7% | +6.0% |
| 6M | -22.3% | +17.0% | -39.3% | -32.9% |
| YTD | -9.3% | +21.6% | -31.0% | -24.6% |
| 1Y | +2.7% | +28.0% | -25.3% | -18.8% |
| 3Y | +57.8% | +70.6% | -12.7% | -9.2% |
| 5Y | +70.3% | +73.3% | -3.0% | -2.1% |
| All | +70.3% | +72.9% | -2.6% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling