+726.5%
IWD vs HIG
+312.8%
+413.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +0.6% | -3.2% | +3.8% | +1.3% |
| 3M | +7.2% | +9.1% | -1.9% | +5.1% |
| 6M | +16.2% | -1.8% | +18.0% | +16.4% |
| YTD | +23.3% | +1.8% | +21.6% | +22.5% |
| 1Y | +29.6% | +4.6% | +25.0% | +27.9% |
| 3Y | +70.5% | +101.6% | -31.2% | +46.1% |
| 5Y | +73.5% | +124.5% | -51.0% | +45.1% |
| 10Y | +198.3% | +317.8% | -119.5% | +115.0% |
| All | +726.5% | +312.8% | +413.7% | +359.6% |
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