+726.5%
IWD vs HRB
+1,500.8%
-774.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.4% |
| 7D | -0.3% | -5.7% | +5.4% | +1.3% |
| 30D | +0.6% | +7.9% | -7.3% | -2.0% |
| 3M | +7.2% | +32.1% | -24.9% | -1.7% |
| 6M | +16.2% | +62.2% | -46.0% | -0.8% |
| YTD | +23.3% | +16.4% | +6.9% | +14.9% |
| 1Y | +29.6% | -0.3% | +29.8% | +25.8% |
| 3Y | +70.5% | +36.0% | +34.4% | +47.9% |
| 5Y | +73.5% | +125.2% | -51.7% | +25.9% |
| 10Y | +198.3% | +237.7% | -39.4% | +75.0% |
| All | +726.5% | +1,500.8% | -774.3% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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