+1,037.0%
HOOD vs IWF
+81.4%
+955.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +17.1% | +0.5% | +16.6% | +16.2% |
| 30D | +31.6% | -0.4% | +32.0% | +33.6% |
| 3M | +38.2% | -2.6% | +40.9% | +46.9% |
| 6M | +48.5% | +9.1% | +39.4% | +26.6% |
| YTD | +8.0% | +4.5% | +3.5% | +1.8% |
| 1Y | +18.7% | +10.1% | +8.6% | +3.3% |
| All | +1,037.0% | +81.4% | +955.5% | +427.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling