+243.8%
HPQ vs IWF
+422.7%
-178.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +7.7% |
| 7D | +9.8% | -0.9% | +10.7% | +10.7% |
| 30D | +22.4% | -1.7% | +24.1% | +24.1% |
| 3M | +45.2% | +0.7% | +44.5% | +43.2% |
| 6M | +96.4% | +8.6% | +87.9% | +80.2% |
| YTD | +65.4% | +3.5% | +61.9% | +58.2% |
| 1Y | +31.6% | +7.0% | +24.5% | +21.9% |
| 3Y | +37.0% | +76.3% | -39.3% | -21.9% |
| 5Y | +53.0% | +74.8% | -21.8% | -13.0% |
| All | +243.8% | +422.7% | -178.9% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling