+161.6%
IWM vs HWM
+1,473.3%
-1,311.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.1% |
| 7D | -2.0% | +3.4% | -5.4% | -3.4% |
| 30D | -1.5% | -7.5% | +6.1% | +0.8% |
| 3M | -8.0% | -28.9% | +20.9% | +2.6% |
| 6M | -4.1% | -19.6% | +15.5% | +1.8% |
| YTD | +11.9% | +0.6% | +11.3% | +8.8% |
| 1Y | +15.0% | +0.3% | +14.7% | +11.9% |
| 3Y | +64.2% | +326.1% | -261.9% | -8.8% |
| 5Y | +20.4% | +525.2% | -504.8% | -42.2% |
| All | +161.6% | +1,473.3% | -1,311.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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