+165.3%
IWM vs HIG
+315.0%
-149.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -2.3% | -0.3% | -1.6% |
| 30D | -4.4% | -1.2% | -3.2% | -4.0% |
| 3M | +2.2% | +6.3% | -4.1% | -0.9% |
| 6M | +14.0% | +0.6% | +13.4% | +12.9% |
| YTD | +17.4% | +0.6% | +16.8% | +16.0% |
| 1Y | +22.9% | +6.1% | +16.8% | +18.3% |
| 3Y | +62.1% | +102.0% | -39.9% | +14.9% |
| 5Y | +38.2% | +119.2% | -81.1% | -6.3% |
| All | +165.3% | +315.0% | -149.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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