+74.9%
IWD vs HDB
-35.4%
+110.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.6% | -2.8% | +3.4% | +1.2% |
| 3M | +7.2% | -3.5% | +10.8% | +7.7% |
| 6M | +16.2% | -24.7% | +40.9% | +23.2% |
| YTD | +23.3% | -36.6% | +59.9% | +35.9% |
| 1Y | +29.6% | -34.4% | +63.9% | +41.4% |
| 3Y | +70.5% | -24.4% | +94.9% | +77.1% |
| All | +74.9% | -35.4% | +110.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling