+185.9%
IWM vs HWM
+1,494.1%
-1,308.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | -1.3% | -11.0% | +9.7% | +2.6% |
| 3M | +1.6% | +4.0% | -2.4% | -0.5% |
| 6M | +13.6% | -0.2% | +13.8% | +12.4% |
| YTD | +20.8% | +26.7% | -5.9% | +9.2% |
| 1Y | +26.4% | +44.7% | -18.3% | +8.7% |
| 3Y | +60.7% | +426.1% | -365.4% | -16.3% |
| 5Y | +38.2% | +738.5% | -700.3% | -39.6% |
| All | +185.9% | +1,494.1% | -1,308.2% | -7.1% |
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