+201.7%
IWD vs HIG
+261.7%
-60.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | +2.6% | -0.3% | +1.3% |
| 30D | +3.6% | +4.2% | -0.6% | +1.9% |
| 3M | +2.2% | +0.2% | +2.0% | +1.9% |
| 6M | +13.0% | +4.6% | +8.4% | +10.4% |
| YTD | +26.5% | +1.1% | +25.4% | +25.0% |
| 1Y | +30.1% | +4.7% | +25.5% | +26.7% |
| 3Y | +84.9% | +95.5% | -10.6% | +39.0% |
| 5Y | +73.4% | +111.7% | -38.3% | +25.1% |
| All | +201.7% | +261.7% | -60.0% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling