+139.3%
HOOD vs IWD
+81.1%
+58.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | -1.3% |
| 7D | -0.6% | +1.3% | -1.9% | -3.0% |
| 30D | -23.6% | +3.6% | -27.2% | -28.8% |
| 3M | -10.7% | +2.3% | -13.0% | -14.2% |
| 6M | +8.2% | +13.0% | -4.9% | -16.1% |
| YTD | -26.3% | +26.2% | -52.5% | -54.2% |
| 1Y | -36.1% | +30.5% | -66.5% | -62.8% |
| 3Y | +950.7% | +86.2% | +864.5% | +235.7% |
| 5Y | +127.0% | +72.9% | +54.1% | -15.3% |
| All | +139.3% | +81.1% | +58.2% | -5.5% |
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