+74.1%
IWF vs HTZ
-92.6%
+166.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | -1.0% | -16.4% | +15.4% | 0.0% |
| 30D | -10.1% | -15.1% | +5.0% | -9.3% |
| 3M | -7.6% | -28.2% | +20.6% | -6.3% |
| 6M | -6.7% | -73.1% | +66.3% | -0.4% |
| YTD | -2.5% | -68.3% | +65.7% | +2.2% |
| 1Y | -2.1% | -75.2% | +73.2% | +4.3% |
| 3Y | +68.6% | -81.1% | +149.8% | +76.2% |
| 5Y | +55.8% | -95.0% | +150.8% | +84.9% |
| All | +74.1% | -92.6% | +166.7% | +103.9% |
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