+64.2%
IWM vs HOOD
+727.3%
-663.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | -2.0% | -4.8% | +2.8% | -1.2% |
| 30D | -1.5% | -26.1% | +24.7% | +3.6% |
| 3M | -8.0% | -10.8% | +2.8% | -7.2% |
| 6M | -4.1% | +2.4% | -6.5% | -6.7% |
| YTD | +11.9% | -28.5% | +40.4% | +14.6% |
| 1Y | +15.0% | -36.3% | +51.4% | +19.7% |
| 3Y | +64.2% | +743.7% | -679.5% | -3.4% |
| All | +64.2% | +727.3% | -663.1% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling