+247.2%
HD vs IWF
+377.5%
-130.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +7.2% |
| 30D | +20.7% | -10.9% | +31.6% | +30.4% |
| 3M | +0.8% | -8.1% | +8.9% | +6.2% |
| 6M | +12.2% | -7.5% | +19.8% | +17.2% |
| YTD | +4.2% | -3.4% | +7.6% | +5.0% |
| 1Y | -2.6% | -5.0% | +2.4% | -0.7% |
| 3Y | +30.0% | +64.0% | -34.0% | -17.1% |
| 5Y | +8.1% | +56.8% | -48.7% | -29.3% |
| 10Y | +247.2% | +381.2% | -134.0% | -14.8% |
| All | +247.2% | +377.5% | -130.3% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling