+23.8%
IWM vs HOOD
+119.3%
-95.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.5% |
| 7D | +1.4% | -3.8% | +5.2% | +2.1% |
| 30D | +2.3% | -23.0% | +25.2% | +7.4% |
| 3M | -8.3% | -21.6% | +13.3% | -5.0% |
| 6M | -1.3% | +1.4% | -2.8% | -4.1% |
| YTD | +13.5% | -31.2% | +44.7% | +17.4% |
| 1Y | +18.4% | -35.9% | +54.3% | +23.6% |
| 3Y | +69.6% | +836.9% | -767.3% | -9.7% |
| All | +23.8% | +119.3% | -95.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling