+392.2%
IWF vs HDB
+64.3%
+327.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -1.1% | +6.9% | -8.0% | -3.0% |
| 30D | -8.3% | +15.2% | -23.5% | -12.2% |
| 3M | -5.6% | +11.7% | -17.3% | -9.0% |
| 6M | -5.4% | +7.5% | -12.9% | -8.3% |
| YTD | -1.2% | -28.8% | +27.6% | +8.3% |
| 1Y | -2.6% | -29.1% | +26.5% | +6.8% |
| 3Y | +67.8% | -7.0% | +74.8% | +65.3% |
| 5Y | +60.1% | -22.1% | +82.1% | +64.1% |
| 10Y | +392.2% | +64.9% | +327.3% | +307.1% |
| All | +392.2% | +64.3% | +327.8% | +307.1% |
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