+257.9%
HD vs IWD
+212.1%
+45.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +0.9% |
| 7D | +3.6% | +1.3% | +2.3% | +2.4% |
| 30D | +21.6% | +3.6% | +18.0% | +17.6% |
| 3M | +0.1% | +2.3% | -2.2% | -2.0% |
| 6M | +13.0% | +13.0% | 0.0% | +0.3% |
| YTD | +4.9% | +26.2% | -21.2% | -16.2% |
| 1Y | -2.1% | +30.5% | -32.5% | -24.3% |
| 3Y | +32.6% | +86.2% | -53.6% | -27.8% |
| 5Y | +8.2% | +72.9% | -64.6% | -36.4% |
| 10Y | +257.9% | +205.0% | +52.9% | +31.5% |
| All | +257.9% | +212.1% | +45.8% | +31.5% |
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