+179.3%
HOOD vs IWF
+72.9%
+106.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.9% |
| 7D | +7.7% | +0.5% | +7.2% | +7.1% |
| 30D | +22.0% | -1.4% | +23.3% | +26.0% |
| 3M | +37.6% | +0.4% | +37.2% | +37.1% |
| 6M | +45.3% | +8.5% | +36.8% | +28.3% |
| YTD | +1.9% | +3.7% | -1.7% | -1.2% |
| 1Y | -2.7% | +8.5% | -11.2% | -11.1% |
| 3Y | +973.4% | +78.5% | +894.8% | +377.9% |
| 5Y | +179.3% | +73.6% | +105.6% | +41.4% |
| All | +179.3% | +72.9% | +106.4% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling