+225.5%
HOOD vs IWF
+77.3%
+148.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | 0.0% |
| 7D | -9.1% | -1.7% | -7.4% | -6.2% |
| 30D | +20.1% | -1.8% | +21.9% | +25.1% |
| 3M | +31.2% | +1.5% | +29.8% | +28.7% |
| 6M | +44.3% | +7.7% | +36.6% | +29.2% |
| YTD | +0.2% | +2.7% | -2.5% | -1.2% |
| 1Y | -3.5% | +6.8% | -10.3% | -9.2% |
| 3Y | +955.2% | +76.9% | +878.3% | +383.1% |
| 5Y | +175.3% | +73.4% | +101.9% | +39.7% |
| All | +225.5% | +77.3% | +148.2% | +70.7% |
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