+133.6%
HOOD vs IWD
+81.1%
+52.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.1% | +1.6% | -6.6% | -7.9% |
| 30D | -25.4% | +3.6% | -29.0% | -30.5% |
| 3M | -14.0% | +2.0% | -16.0% | -16.9% |
| 6M | +5.6% | +13.1% | -7.5% | -18.1% |
| YTD | -28.1% | +26.2% | -54.3% | -55.3% |
| 1Y | -40.1% | +29.6% | -69.7% | -64.7% |
| 3Y | +888.2% | +84.3% | +803.9% | +221.4% |
| 5Y | +135.8% | +73.4% | +62.4% | -12.1% |
| All | +133.6% | +81.1% | +52.5% | -7.8% |
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