+40.9%
IWM vs HOOD
+208.8%
-167.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.2% |
| 7D | +1.4% | +13.4% | -12.0% | -0.8% |
| 30D | -2.3% | +25.8% | -28.1% | -6.3% |
| 3M | +4.0% | +38.0% | -34.0% | -2.4% |
| 6M | +17.9% | +52.2% | -34.3% | +8.0% |
| YTD | +20.2% | +3.7% | +16.5% | +16.2% |
| 1Y | +25.0% | +0.1% | +24.9% | +20.4% |
| 3Y | +66.0% | +992.6% | -926.6% | +3.5% |
| 5Y | +40.0% | +193.0% | -152.9% | -13.0% |
| All | +40.9% | +208.8% | -167.9% | -11.9% |
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