+808.5%
IWD vs HBM
+470.7%
+337.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +3.6% | -14.8% | +18.4% | +5.8% |
| 3M | +2.7% | -20.7% | +23.3% | +5.6% |
| 6M | +13.2% | -13.9% | +27.1% | +13.9% |
| YTD | +26.8% | +10.6% | +16.1% | +21.4% |
| 1Y | +29.3% | +32.4% | -3.1% | +20.3% |
| 3Y | +85.1% | +432.0% | -346.9% | +34.4% |
| 5Y | +74.2% | +205.5% | -131.3% | +32.0% |
| 10Y | +204.6% | +291.1% | -86.5% | +92.2% |
| All | +808.5% | +470.7% | +337.8% | +319.2% |
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