+413.4%
IWF vs HIG
+313.7%
+99.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -1.5% | +0.5% | -0.5% |
| 30D | -1.7% | -0.4% | -1.4% | -1.7% |
| 3M | +0.7% | +6.7% | -6.0% | -1.5% |
| 6M | +8.6% | +2.0% | +6.6% | +7.4% |
| YTD | +3.5% | +0.3% | +3.2% | +2.8% |
| 1Y | +7.0% | +4.2% | +2.8% | +4.8% |
| 3Y | +76.3% | +102.2% | -25.9% | +40.1% |
| 5Y | +74.8% | +118.5% | -43.8% | +34.8% |
| All | +413.4% | +313.7% | +99.8% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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