+804.4%
IWD vs HBM
+492.8%
+311.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.0% | +0.7% |
| 7D | +1.3% | +5.0% | -3.8% | +0.5% |
| 30D | +3.6% | -12.7% | +16.3% | +5.4% |
| 3M | +2.3% | -17.4% | +19.8% | +4.7% |
| 6M | +13.0% | -8.9% | +21.9% | +12.8% |
| YTD | +26.2% | +14.9% | +11.3% | +20.2% |
| 1Y | +30.5% | +41.4% | -10.9% | +20.2% |
| 3Y | +86.2% | +462.1% | -375.9% | +34.1% |
| 5Y | +72.9% | +224.0% | -151.1% | +29.9% |
| 10Y | +205.0% | +320.9% | -115.9% | +90.3% |
| All | +804.4% | +492.8% | +311.6% | +315.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling