+1,028.3%
IWF vs HDB
+4,239.1%
-3,210.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +5.3% | +4.1% | +1.2% | +4.2% |
| 30D | -8.6% | +13.0% | -21.6% | -11.7% |
| 3M | -6.5% | +11.3% | -17.8% | -9.5% |
| 6M | -5.6% | +6.9% | -12.6% | -8.0% |
| YTD | -1.5% | -29.6% | +28.1% | +6.9% |
| 1Y | -2.8% | -29.5% | +26.7% | +5.4% |
| 3Y | +67.1% | -8.1% | +75.3% | +66.2% |
| 5Y | +57.6% | -23.4% | +81.0% | +62.9% |
| 10Y | +390.4% | +62.9% | +327.4% | +299.3% |
| All | +1,028.3% | +4,239.1% | -3,210.9% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling