+184.6%
IWM vs HWM
+1,323.5%
-1,139.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +3.3% |
| 7D | +1.4% | -9.2% | +10.6% | +4.6% |
| 30D | -2.3% | -17.9% | +15.6% | +4.2% |
| 3M | +4.0% | -6.0% | +10.0% | +5.3% |
| 6M | +17.9% | -7.4% | +25.3% | +19.5% |
| YTD | +20.2% | +13.1% | +7.1% | +12.9% |
| 1Y | +25.0% | +29.3% | -4.3% | +11.5% |
| 3Y | +66.0% | +389.9% | -323.9% | -11.7% |
| 5Y | +40.0% | +655.5% | -615.5% | -36.6% |
| All | +184.6% | +1,323.5% | -1,139.0% | -4.0% |
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