+157.6%
HPQ vs IWD
+203.8%
-46.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.5% | +1.6% | -1.0% | -1.4% |
| 30D | -5.9% | +3.6% | -9.5% | -9.8% |
| 3M | -3.7% | +2.0% | -5.8% | -6.0% |
| 6M | +28.1% | +13.1% | +15.0% | +10.1% |
| YTD | +32.5% | +26.2% | +6.3% | -0.7% |
| 1Y | +18.1% | +29.6% | -11.5% | -14.3% |
| 3Y | +16.4% | +84.3% | -67.9% | -44.4% |
| 5Y | +8.9% | +73.4% | -64.6% | -43.2% |
| 10Y | +157.6% | +202.4% | -44.8% | -26.5% |
| All | +157.6% | +203.8% | -46.1% | -26.5% |
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