+738.3%
IWM vs HBM
+613.3%
+124.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.1% | -6.4% | +6.4% | +1.3% |
| 30D | -1.3% | +5.9% | -7.2% | -2.5% |
| 3M | +1.6% | -8.9% | +10.5% | +2.3% |
| 6M | +13.6% | +10.7% | +2.9% | +9.3% |
| YTD | +20.8% | +38.3% | -17.5% | +10.5% |
| 1Y | +26.4% | +121.3% | -94.9% | +5.0% |
| 3Y | +60.7% | +450.6% | -389.9% | +8.3% |
| 5Y | +38.2% | +338.0% | -299.8% | -7.3% |
| 10Y | +169.5% | +578.6% | -409.1% | +43.0% |
| All | +738.3% | +613.3% | +124.9% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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