+71.5%
IWD vs HBM
+522.1%
-450.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.5% |
| 7D | -0.2% | +7.4% | -7.5% | -1.0% |
| 30D | -0.8% | +5.1% | -5.8% | -1.5% |
| 3M | +8.0% | +11.1% | -3.1% | +6.2% |
| 6M | +18.2% | +30.2% | -12.0% | +13.2% |
| YTD | +22.3% | +46.2% | -23.9% | +14.7% |
| 1Y | +28.9% | +120.0% | -91.2% | +13.9% |
| 3Y | +71.5% | +527.4% | -455.9% | +23.6% |
| All | +71.5% | +522.1% | -450.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling