+25.8%
IWM vs HIG
+111.3%
-85.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.6% |
| 7D | +0.3% | +2.1% | -1.9% | -0.7% |
| 30D | +0.6% | +6.7% | -6.1% | -2.5% |
| 3M | -6.2% | -1.9% | -4.3% | -5.7% |
| 6M | -0.8% | +5.3% | -6.1% | -4.1% |
| YTD | +14.8% | +1.3% | +13.4% | +12.7% |
| 1Y | +16.1% | +7.2% | +9.0% | +10.6% |
| 3Y | +71.5% | +96.6% | -25.1% | +13.6% |
| 5Y | +25.8% | +110.0% | -84.2% | -21.4% |
| All | +25.8% | +111.3% | -85.5% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling