+254.2%
HD vs IWD
+207.5%
+46.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | +4.3% | -0.5% | +4.8% | +4.9% |
| 30D | +20.2% | +2.7% | +17.5% | +17.3% |
| 3M | -1.0% | +0.9% | -1.9% | -1.7% |
| 6M | +7.9% | +10.5% | -2.6% | -2.1% |
| YTD | +2.0% | +23.7% | -21.7% | -17.0% |
| 1Y | -4.3% | +28.7% | -33.0% | -25.1% |
| 3Y | +25.9% | +79.7% | -53.8% | -29.0% |
| 5Y | +5.8% | +69.7% | -63.9% | -36.6% |
| All | +254.2% | +207.5% | +46.7% | +33.4% |
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