+144.3%
IWM vs HIG
+260.2%
-115.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +0.6% | +4.4% | -3.7% | -1.4% |
| 3M | -7.8% | 0.0% | -7.8% | -8.1% |
| 6M | -1.0% | +3.8% | -4.8% | -3.4% |
| YTD | +13.9% | +0.7% | +13.2% | +12.2% |
| 1Y | +15.4% | +5.0% | +10.4% | +11.5% |
| 3Y | +70.2% | +95.3% | -25.1% | +22.4% |
| 5Y | +23.7% | +110.8% | -87.1% | -14.7% |
| All | +144.3% | +260.2% | -115.9% | +29.6% |
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