+55.2%
HYG vs IWD
+203.8%
-148.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -0.7% | -0.8% | +0.1% | -0.4% |
| 3M | -0.2% | +6.9% | -7.1% | -2.7% |
| 6M | +1.4% | +18.3% | -16.9% | -4.7% |
| YTD | +1.5% | +22.4% | -20.9% | -5.9% |
| 1Y | +2.9% | +27.4% | -24.5% | -6.1% |
| 3Y | +25.6% | +71.2% | -45.5% | +2.0% |
| 5Y | +18.6% | +75.7% | -57.2% | -5.3% |
| All | +55.2% | +203.8% | -148.6% | -1.7% |
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