+165.0%
IWM vs HWM
+1,165.4%
-1,000.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.5% | +0.1% |
| 7D | -2.0% | +3.3% | -5.3% | -3.4% |
| 30D | -1.5% | -7.6% | +6.2% | +0.8% |
| 3M | -8.0% | -28.9% | +20.9% | +2.6% |
| 6M | -4.1% | -19.7% | +15.6% | +1.8% |
| YTD | +11.9% | +0.5% | +11.4% | +8.9% |
| 1Y | +15.0% | +0.3% | +14.8% | +11.9% |
| 3Y | +64.2% | +325.8% | -261.6% | -8.7% |
| 5Y | +20.4% | +524.7% | -504.4% | -42.1% |
| 10Y | +168.0% | +1,491.8% | -1,323.8% | -7.7% |
| All | +165.0% | +1,165.4% | -1,000.4% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling