+808.3%
IWM vs HIG
+312.8%
+495.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | -3.2% | +2.0% | -0.6% |
| 3M | +1.6% | +9.1% | -7.5% | -0.6% |
| 6M | +13.6% | -1.8% | +15.3% | +13.6% |
| YTD | +20.8% | +1.8% | +19.0% | +19.8% |
| 1Y | +26.4% | +4.6% | +21.8% | +24.5% |
| 3Y | +60.7% | +101.6% | -41.0% | +36.1% |
| 5Y | +38.2% | +124.5% | -86.3% | +14.2% |
| 10Y | +169.5% | +317.8% | -148.3% | +91.0% |
| All | +808.3% | +312.8% | +495.5% | +420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling