+72.6%
IWF vs HTZ
-93.2%
+165.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.0% | +7.1% | -0.3% |
| 7D | -2.9% | -27.5% | +24.6% | -1.0% |
| 30D | -10.9% | -21.9% | +11.0% | -9.6% |
| 3M | -8.1% | -29.2% | +21.2% | -6.7% |
| 6M | -7.5% | -75.2% | +67.7% | -0.7% |
| YTD | -3.4% | -70.8% | +67.4% | +1.9% |
| 1Y | -5.0% | -76.1% | +71.1% | +1.4% |
| 3Y | +64.0% | -82.5% | +146.5% | +72.1% |
| 5Y | +56.8% | -94.1% | +150.9% | +86.1% |
| All | +72.6% | -93.2% | +165.8% | +103.2% |
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