+153.5%
HYG vs IWD
+369.4%
-215.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | +0.7% | +7.2% | -6.6% | -1.9% |
| 6M | +1.5% | +16.2% | -14.7% | -4.0% |
| YTD | +2.2% | +23.3% | -21.2% | -5.5% |
| 1Y | +3.9% | +29.6% | -25.7% | -5.7% |
| 3Y | +26.0% | +70.5% | -44.5% | +2.8% |
| 5Y | +19.2% | +73.5% | -54.3% | -3.9% |
| 10Y | +54.8% | +198.3% | -143.5% | 0.0% |
| All | +153.5% | +369.4% | -215.9% | +25.3% |
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