+409.4%
IWF vs HDB
+32.9%
+376.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -1.7% | -6.2% | +4.5% | +0.2% |
| 30D | -1.8% | -6.2% | +4.4% | 0.0% |
| 3M | +1.5% | -5.9% | +7.3% | +2.7% |
| 6M | +7.7% | -25.9% | +33.6% | +17.0% |
| YTD | +2.7% | -40.2% | +42.9% | +19.0% |
| 1Y | +6.8% | -38.0% | +44.7% | +22.0% |
| 3Y | +76.9% | -30.5% | +107.4% | +91.3% |
| 5Y | +73.4% | -38.1% | +111.5% | +91.0% |
| All | +409.4% | +32.9% | +376.5% | +349.9% |
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