+138.4%
HON vs IWD
+195.0%
-56.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | -0.6% | -1.2% | +0.6% | +0.7% |
| 30D | -15.4% | -1.6% | -13.7% | -13.9% |
| 3M | -9.1% | +7.0% | -16.1% | -15.3% |
| 6M | -17.1% | +17.0% | -34.0% | -29.7% |
| YTD | +1.5% | +21.6% | -20.1% | -17.3% |
| 1Y | -1.3% | +28.0% | -29.3% | -23.9% |
| 3Y | +19.5% | +70.6% | -51.0% | -32.0% |
| 5Y | +3.1% | +73.3% | -70.3% | -42.6% |
| 10Y | +138.4% | +200.5% | -62.1% | -23.1% |
| All | +138.4% | +195.0% | -56.6% | -23.1% |
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