+74.0%
IWF vs HTZ
-93.2%
+167.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | +2.8% | -8.5% | +11.3% | +3.4% |
| 30D | -7.5% | -18.9% | +11.4% | -6.5% |
| 3M | -8.5% | -36.0% | +27.5% | -6.2% |
| 6M | -7.4% | -74.6% | +67.2% | -0.7% |
| YTD | -2.6% | -70.8% | +68.2% | +2.6% |
| 1Y | -1.8% | -75.3% | +73.4% | +4.5% |
| 3Y | +65.5% | -81.6% | +147.0% | +72.0% |
| 5Y | +55.8% | -94.4% | +150.3% | +85.2% |
| All | +74.0% | -93.2% | +167.1% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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