+148.8%
HYG vs IWD
+381.5%
-232.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.4% | +2.3% | -2.7% | -1.2% |
| 30D | +0.7% | +3.6% | -2.9% | -0.6% |
| 3M | -2.1% | +2.2% | -4.3% | -2.9% |
| 6M | -0.8% | +13.0% | -13.8% | -5.2% |
| YTD | +0.3% | +26.5% | -26.2% | -8.2% |
| 1Y | +1.8% | +30.1% | -28.4% | -7.8% |
| 3Y | +24.1% | +84.9% | -60.7% | -1.7% |
| 5Y | +17.7% | +73.4% | -55.6% | -5.0% |
| 10Y | +56.8% | +204.0% | -147.2% | +0.5% |
| All | +148.8% | +381.5% | -232.7% | +21.8% |
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