+166.4%
IWM vs HON
+136.9%
+29.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -0.2% |
| 30D | -4.6% | -13.8% | +9.2% | +4.7% |
| 3M | -0.3% | -11.7% | +11.4% | +6.7% |
| 6M | +14.7% | -18.7% | +33.5% | +28.9% |
| YTD | +17.8% | +0.2% | +17.6% | +14.6% |
| 1Y | +21.2% | -3.1% | +24.3% | +20.0% |
| 3Y | +62.3% | +17.0% | +45.4% | +38.5% |
| 5Y | +38.7% | +2.0% | +36.7% | +29.0% |
| All | +166.4% | +136.9% | +29.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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