+683.1%
IWM vs HDB
+4,142.9%
-3,459.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -2.0% | +13.3% | -15.4% | -6.0% |
| 30D | -1.5% | +13.6% | -15.0% | -5.6% |
| 3M | -8.0% | +5.8% | -13.8% | -10.1% |
| 6M | -4.1% | -1.9% | -2.2% | -4.4% |
| YTD | +11.9% | -31.2% | +43.1% | +24.8% |
| 1Y | +15.0% | -29.6% | +44.6% | +27.2% |
| 3Y | +64.2% | -10.1% | +74.3% | +64.5% |
| 5Y | +20.4% | -24.3% | +44.7% | +25.9% |
| 10Y | +168.0% | +59.3% | +108.7% | +109.2% |
| All | +683.1% | +4,142.9% | -3,459.8% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling