+741.9%
IWM vs HD
+1,143.0%
-401.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -2.0% | +4.3% | -6.4% | -4.2% |
| 30D | -1.5% | +20.2% | -21.6% | -10.2% |
| 3M | -8.0% | -1.0% | -7.0% | -8.1% |
| 6M | -4.1% | +7.9% | -12.0% | -8.6% |
| YTD | +11.9% | +2.0% | +9.9% | +9.2% |
| 1Y | +15.0% | -4.3% | +19.3% | +15.5% |
| 3Y | +64.2% | +25.9% | +38.3% | +43.2% |
| 5Y | +20.4% | +5.8% | +14.6% | +12.9% |
| 10Y | +168.0% | +262.5% | -94.6% | +39.2% |
| All | +741.9% | +1,143.0% | -401.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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