+784.0%
IWD vs HBM
+613.3%
+170.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -0.3% | -6.4% | +6.1% | +0.7% |
| 30D | +0.6% | +5.9% | -5.3% | -0.4% |
| 3M | +7.2% | -8.9% | +16.1% | +7.7% |
| 6M | +16.2% | +10.7% | +5.5% | +12.6% |
| YTD | +23.3% | +38.3% | -14.9% | +14.8% |
| 1Y | +29.6% | +121.3% | -91.8% | +11.6% |
| 3Y | +70.5% | +450.6% | -380.1% | +23.5% |
| 5Y | +73.5% | +338.0% | -264.5% | +24.7% |
| 10Y | +198.3% | +578.6% | -380.3% | +73.2% |
| All | +784.0% | +613.3% | +170.7% | +296.4% |
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