+1,444.1%
IWF vs HBM
+456.2%
+988.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | +2.8% | +2.2% | +0.6% | +2.4% |
| 30D | -7.5% | -11.8% | +4.3% | -5.9% |
| 3M | -8.5% | -19.2% | +10.7% | -5.9% |
| 6M | -7.4% | -22.9% | +15.5% | -4.9% |
| YTD | -2.6% | +7.8% | -10.4% | -5.8% |
| 1Y | -1.8% | +34.9% | -36.8% | -8.3% |
| 3Y | +65.5% | +422.2% | -356.8% | +23.4% |
| 5Y | +55.8% | +192.8% | -137.0% | +21.7% |
| 10Y | +384.9% | +281.1% | +103.7% | +221.3% |
| All | +1,444.1% | +456.2% | +988.0% | +728.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling