+1,093.5%
IWF vs HDB
+3,694.0%
-2,600.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | +1.5% | -2.0% | +3.5% | +2.0% |
| 30D | -1.3% | -4.9% | +3.6% | 0.0% |
| 3M | +0.1% | -2.3% | +2.4% | +0.3% |
| 6M | +10.3% | -23.7% | +34.0% | +17.7% |
| YTD | +4.2% | -38.5% | +42.6% | +17.5% |
| 1Y | +9.3% | -36.5% | +45.8% | +22.1% |
| 3Y | +79.3% | -28.5% | +107.8% | +91.1% |
| 5Y | +73.8% | -37.4% | +111.1% | +89.8% |
| 10Y | +410.9% | +34.0% | +376.9% | +339.0% |
| All | +1,093.5% | +3,694.0% | -2,600.5% | +392.7% |
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