+17.1%
IWM vs HIG
+6.5%
+10.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | +1.9% | +5.4% | -3.5% | +1.9% |
| 3M | -5.7% | -0.9% | -4.8% | -5.7% |
| 6M | -0.3% | +4.8% | -5.1% | -0.4% |
| YTD | +15.8% | +0.9% | +14.9% | +16.2% |
| 1Y | +17.1% | +6.5% | +10.6% | +16.9% |
| All | +17.1% | +6.5% | +10.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling