+745.9%
IWD vs HIG
+308.4%
+437.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +3.2% | +4.4% | -1.1% | +2.3% |
| 3M | +2.3% | 0.0% | +2.3% | +2.2% |
| 6M | +12.9% | +3.8% | +9.2% | +11.8% |
| YTD | +26.2% | +0.7% | +25.6% | +25.6% |
| 1Y | +28.3% | +5.0% | +23.2% | +26.4% |
| 3Y | +84.4% | +95.3% | -11.0% | +59.0% |
| 5Y | +73.0% | +110.8% | -37.8% | +46.5% |
| 10Y | +203.3% | +261.9% | -58.6% | +124.5% |
| All | +745.9% | +308.4% | +437.6% | +371.1% |
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