+114.5%
HCA vs IWD
+72.9%
+41.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +0.8% | +2.3% | -1.5% | -1.3% |
| 30D | +6.1% | +3.6% | +2.5% | +2.8% |
| 3M | +21.4% | +2.2% | +19.3% | +19.2% |
| 6M | +17.2% | +13.0% | +4.2% | +4.8% |
| YTD | +7.5% | +26.5% | -19.0% | -13.8% |
| 1Y | +6.2% | +30.1% | -24.0% | -17.2% |
| 3Y | +122.0% | +84.9% | +37.1% | +17.2% |
| All | +114.5% | +72.9% | +41.6% | +25.0% |
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