+8.7%
HPQ vs IWD
+68.9%
-60.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | -1.1% | -0.5% | -0.6% | -0.5% |
| 30D | -11.7% | +2.7% | -14.4% | -14.6% |
| 3M | +2.0% | +0.9% | +1.1% | +1.0% |
| 6M | +35.9% | +10.5% | +25.3% | +19.3% |
| YTD | +32.7% | +23.7% | +9.0% | 0.0% |
| 1Y | +14.3% | +28.7% | -14.4% | -18.4% |
| 3Y | +17.8% | +79.7% | -61.9% | -45.1% |
| All | +8.7% | +68.9% | -60.1% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling