+69.3%
IWD vs HDB
-24.7%
+94.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.7% |
| 7D | -0.5% | +13.3% | -13.8% | -3.2% |
| 30D | +2.7% | +13.6% | -10.9% | -0.2% |
| 3M | +0.9% | +5.8% | -4.9% | -0.6% |
| 6M | +10.5% | -1.9% | +12.5% | +10.4% |
| YTD | +23.7% | -31.2% | +54.9% | +33.6% |
| 1Y | +28.7% | -29.6% | +58.3% | +38.2% |
| 3Y | +79.7% | -10.1% | +89.8% | +78.3% |
| All | +69.3% | -24.7% | +94.1% | +71.8% |
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