+135.8%
HOOD vs IWF
+55.4%
+80.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -0.8% |
| 7D | -5.1% | -2.9% | -2.2% | +0.4% |
| 30D | -25.4% | -10.9% | -14.5% | -7.4% |
| 3M | -14.0% | -8.1% | -5.9% | +1.8% |
| 6M | +5.6% | -7.5% | +13.1% | +24.1% |
| YTD | -28.1% | -3.4% | -24.7% | -20.2% |
| 1Y | -40.1% | -5.0% | -35.1% | -30.9% |
| 3Y | +888.2% | +64.0% | +824.2% | +413.1% |
| 5Y | +135.8% | +56.8% | +79.0% | +39.1% |
| All | +135.8% | +55.4% | +80.4% | +39.1% |
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