+182.1%
HPQ vs IWD
+726.5%
-544.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 7D | +6.9% | -0.3% | +7.2% | +7.2% |
| 30D | +14.4% | +0.6% | +13.9% | +13.8% |
| 3M | +25.6% | +7.2% | +18.4% | +16.4% |
| 6M | +75.0% | +16.2% | +58.8% | +48.2% |
| YTD | +50.7% | +23.3% | +27.4% | +19.6% |
| 1Y | +18.7% | +29.6% | -10.9% | -10.5% |
| 3Y | +21.5% | +70.5% | -48.9% | -31.2% |
| 5Y | +31.6% | +73.5% | -41.9% | -25.4% |
| 10Y | +216.1% | +198.3% | +17.7% | +4.9% |
| All | +182.1% | +726.5% | -544.4% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling