+745.7%
IWD vs HIG
+311.1%
+434.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +1.6% | +2.1% | -0.6% | +1.1% |
| 30D | +3.6% | +6.7% | -3.1% | +2.1% |
| 3M | +2.0% | -1.9% | +4.0% | +2.4% |
| 6M | +13.1% | +5.3% | +7.7% | +11.5% |
| YTD | +26.2% | +1.3% | +24.8% | +25.4% |
| 1Y | +29.6% | +7.2% | +22.4% | +27.2% |
| 3Y | +84.3% | +96.6% | -12.3% | +58.7% |
| 5Y | +73.4% | +110.0% | -36.6% | +47.0% |
| 10Y | +202.4% | +268.4% | -65.9% | +123.0% |
| All | +745.7% | +311.1% | +434.6% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling