+169.6%
IWM vs HWM
+1,272.7%
-1,103.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.8% | +11.1% | -8.4% | -1.0% |
| 30D | +0.6% | +3.0% | -2.3% | -0.9% |
| 3M | -7.8% | -20.7% | +12.9% | -1.0% |
| 6M | -1.0% | -17.2% | +16.2% | +4.2% |
| YTD | +13.9% | +9.1% | +4.8% | +7.6% |
| 1Y | +15.4% | +9.0% | +6.4% | +9.0% |
| 3Y | +70.2% | +353.8% | -283.6% | -7.4% |
| 5Y | +23.7% | +608.0% | -584.4% | -43.0% |
| 10Y | +147.8% | +1,510.3% | -1,362.6% | -15.8% |
| All | +169.6% | +1,272.7% | -1,103.1% | -8.4% |
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