+23.7%
IWM vs HWM
+606.1%
-582.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.8% | +11.1% | -8.4% | -1.4% |
| 30D | +0.6% | +3.0% | -2.3% | -1.1% |
| 3M | -7.8% | -20.7% | +12.9% | 0.0% |
| 6M | -1.0% | -17.2% | +16.2% | +4.9% |
| YTD | +13.9% | +9.1% | +4.8% | +5.9% |
| 1Y | +15.4% | +9.0% | +6.4% | +7.2% |
| 3Y | +70.2% | +353.8% | -283.6% | -25.9% |
| 5Y | +23.7% | +608.0% | -584.4% | -59.5% |
| All | +23.7% | +606.1% | -582.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling