+20.0%
IWM vs HOOD
+118.3%
-98.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | -2.0% | -4.8% | +2.8% | -1.1% |
| 30D | -1.5% | -26.1% | +24.7% | +4.3% |
| 3M | -8.0% | -10.8% | +2.8% | -7.1% |
| 6M | -4.1% | +2.4% | -6.5% | -7.0% |
| YTD | +11.9% | -28.5% | +40.4% | +15.0% |
| 1Y | +15.0% | -36.3% | +51.4% | +20.3% |
| 3Y | +64.2% | +743.7% | -679.5% | -10.6% |
| All | +20.0% | +118.3% | -98.3% | -16.4% |
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 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