+643.9%
HON vs IWF
+724.4%
-80.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.4% |
| 7D | -0.8% | +1.5% | -2.3% | -2.1% |
| 30D | -15.2% | -1.3% | -13.9% | -14.2% |
| 3M | -6.0% | +0.1% | -6.1% | -6.6% |
| 6M | -14.9% | +10.3% | -25.2% | -22.7% |
| YTD | +3.2% | +4.2% | -1.0% | -1.6% |
| 1Y | 0.0% | +9.3% | -9.3% | -9.1% |
| 3Y | +21.5% | +79.3% | -57.9% | -32.7% |
| 5Y | +4.0% | +73.8% | -69.7% | -42.9% |
| 10Y | +138.4% | +410.9% | -272.5% | -58.1% |
| All | +643.9% | +724.4% | -80.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling