+156.1%
HPQ vs IWD
+203.0%
-47.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.4% |
| 7D | +3.2% | +2.3% | +0.9% | +0.3% |
| 30D | -3.6% | +3.6% | -7.2% | -7.6% |
| 3M | -5.3% | +2.2% | -7.4% | -7.6% |
| 6M | +41.1% | +13.0% | +28.2% | +21.5% |
| YTD | +36.9% | +26.5% | +10.3% | +2.2% |
| 1Y | +23.5% | +30.1% | -6.6% | -10.8% |
| 3Y | +19.6% | +84.9% | -65.3% | -43.1% |
| 5Y | +11.4% | +73.4% | -61.9% | -41.8% |
| All | +156.1% | +203.0% | -47.0% | -27.3% |
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