+4.0%
HON vs IWD
+73.8%
-69.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | +0.2% |
| 7D | -0.8% | -0.2% | -0.7% | -0.7% |
| 30D | -15.2% | -0.8% | -14.4% | -14.5% |
| 3M | -6.0% | +8.0% | -14.0% | -12.9% |
| 6M | -14.9% | +18.2% | -33.1% | -27.8% |
| YTD | +3.2% | +22.3% | -19.2% | -15.3% |
| 1Y | 0.0% | +28.9% | -28.9% | -22.0% |
| 3Y | +21.5% | +71.5% | -50.1% | -28.2% |
| 5Y | +4.0% | +73.6% | -69.6% | -39.0% |
| All | +4.0% | +73.8% | -69.8% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling