+387.3%
IWF vs HDB
+63.5%
+323.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +2.8% | +2.7% | +0.1% | +2.0% |
| 30D | -7.5% | +14.1% | -21.7% | -11.3% |
| 3M | -8.5% | +11.8% | -20.3% | -11.9% |
| 6M | -7.4% | +8.2% | -15.6% | -10.4% |
| YTD | -2.6% | -29.3% | +26.7% | +6.9% |
| 1Y | -1.8% | -28.8% | +26.9% | +7.5% |
| 3Y | +65.5% | -7.5% | +72.9% | +63.2% |
| 5Y | +55.8% | -23.1% | +78.9% | +60.4% |
| All | +387.3% | +63.5% | +323.8% | +304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling