+132.3%
HON vs IWF
+422.7%
-290.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -3.5% | -0.9% | -2.5% | -2.9% |
| 30D | -13.8% | -1.7% | -12.0% | -12.8% |
| 3M | -11.7% | +0.7% | -12.3% | -12.4% |
| 6M | -18.7% | +8.6% | -27.3% | -23.4% |
| YTD | +0.2% | +3.5% | -3.3% | -2.7% |
| 1Y | -3.1% | +7.0% | -10.1% | -8.3% |
| 3Y | +17.0% | +76.3% | -59.4% | -24.0% |
| 5Y | +2.0% | +74.8% | -72.7% | -34.5% |
| All | +132.3% | +422.7% | -290.4% | -43.4% |
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