+195.5%
IWD vs HALO
+977.5%
-782.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.3% | -3.4% | +1.1% | -1.8% |
| 30D | -1.8% | +4.3% | -6.0% | -2.4% |
| 3M | +8.0% | +51.8% | -43.7% | +1.2% |
| 6M | +17.0% | +57.8% | -40.8% | +8.8% |
| YTD | +21.3% | +59.0% | -37.7% | +12.4% |
| 1Y | +27.9% | +41.2% | -13.2% | +20.5% |
| 3Y | +70.1% | +177.8% | -107.8% | +40.2% |
| 5Y | +74.2% | +159.5% | -85.3% | +42.4% |
| All | +195.5% | +977.5% | -782.1% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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