+671.2%
IWD vs HDB
+3,812.1%
-3,140.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +7.2% | -3.5% | +10.8% | +7.9% |
| 6M | +16.2% | -24.7% | +40.9% | +25.0% |
| YTD | +23.3% | -36.6% | +59.9% | +39.1% |
| 1Y | +29.6% | -34.4% | +63.9% | +44.5% |
| 3Y | +70.5% | -24.4% | +94.9% | +79.3% |
| 5Y | +73.5% | -35.4% | +108.8% | +87.8% |
| 10Y | +198.3% | +39.5% | +158.8% | +146.7% |
| All | +671.2% | +3,812.1% | -3,140.9% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling