+20.0%
IWM vs HDB
-24.7%
+44.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | -2.0% | +13.3% | -15.4% | -5.8% |
| 30D | -1.5% | +13.6% | -15.0% | -5.4% |
| 3M | -8.0% | +5.8% | -13.8% | -9.9% |
| 6M | -4.1% | -1.9% | -2.2% | -4.3% |
| YTD | +11.9% | -31.2% | +43.1% | +25.0% |
| 1Y | +15.0% | -29.6% | +44.6% | +27.3% |
| 3Y | +64.2% | -10.1% | +74.3% | +62.4% |
| All | +20.0% | -24.7% | +44.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling