+1,551.9%
IWF vs HBM
+654.4%
+897.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -1.2% |
| 7D | +1.5% | +7.4% | -5.9% | +0.4% |
| 30D | -1.3% | +5.1% | -6.3% | -2.1% |
| 3M | +0.1% | +11.1% | -11.0% | -2.0% |
| 6M | +10.3% | +30.2% | -19.9% | +4.7% |
| YTD | +4.2% | +46.2% | -42.1% | -3.5% |
| 1Y | +9.3% | +120.0% | -110.7% | -5.1% |
| 3Y | +79.3% | +527.4% | -448.1% | +30.1% |
| 5Y | +73.8% | +400.4% | -326.6% | +25.6% |
| 10Y | +410.9% | +621.5% | -210.6% | +209.4% |
| All | +1,551.9% | +654.4% | +897.5% | +748.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling