+200.5%
IWD vs HBM
+625.8%
-425.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.2% | +5.5% | -6.7% | -2.0% |
| 30D | -1.6% | +3.3% | -4.9% | -2.3% |
| 3M | +7.0% | +12.7% | -5.6% | +4.4% |
| 6M | +17.0% | +28.2% | -11.2% | +11.0% |
| YTD | +21.6% | +45.3% | -23.7% | +12.6% |
| 1Y | +28.0% | +121.7% | -93.7% | +10.6% |
| 3Y | +70.6% | +523.5% | -453.0% | +21.8% |
| 5Y | +73.3% | +393.9% | -320.6% | +23.0% |
| 10Y | +200.5% | +647.9% | -447.4% | +70.5% |
| All | +200.5% | +625.8% | -425.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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