+35.5%
IWM vs HOOD
+119.3%
-83.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.3% | +2.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +1.3% | -23.6% | +24.9% | +5.5% |
| 3M | -6.1% | -10.7% | +4.6% | -5.2% |
| 6M | -0.1% | +8.2% | -8.3% | -3.2% |
| YTD | +15.5% | -26.3% | +41.9% | +17.6% |
| 1Y | +18.1% | -36.1% | +54.2% | +22.5% |
| 3Y | +74.6% | +950.7% | -876.0% | +10.0% |
| 5Y | +24.6% | +127.0% | -102.4% | -18.5% |
| All | +35.5% | +119.3% | -83.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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