+123.6%
HOOD vs IWD
+81.6%
+42.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.8% |
| 7D | -3.8% | +2.3% | -6.0% | -8.2% |
| 30D | -23.0% | +3.6% | -26.6% | -28.2% |
| 3M | -21.6% | +2.2% | -23.8% | -24.5% |
| 6M | +1.4% | +13.0% | -11.5% | -21.2% |
| YTD | -31.2% | +26.5% | -57.7% | -57.4% |
| 1Y | -35.9% | +30.1% | -66.1% | -62.6% |
| 3Y | +836.9% | +84.9% | +752.1% | +203.0% |
| 5Y | +121.1% | +73.4% | +47.8% | -17.9% |
| All | +123.6% | +81.6% | +42.0% | -12.2% |
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