+155.8%
HON vs IWD
+203.0%
-47.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | +1.4% | +2.3% | -0.9% | -0.9% |
| 30D | +7.5% | +3.6% | +3.9% | +3.7% |
| 3M | -4.3% | +2.2% | -6.5% | -6.5% |
| 6M | -1.5% | +13.0% | -14.5% | -13.4% |
| YTD | +10.5% | +26.5% | -16.0% | -13.6% |
| 1Y | +8.5% | +30.1% | -21.6% | -17.7% |
| 3Y | +28.0% | +84.9% | -56.8% | -33.2% |
| 5Y | +12.0% | +73.4% | -61.3% | -37.5% |
| All | +155.8% | +203.0% | -47.2% | -19.0% |
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 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