+533.2%
HAL vs IVZ
+1,117.8%
-584.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | +17.0% | +4.0% | +13.0% | +15.1% |
| 3M | -9.7% | +18.2% | -27.8% | -16.1% |
| 6M | +8.6% | +32.8% | -24.2% | -4.5% |
| YTD | +33.0% | +28.7% | +4.2% | +17.8% |
| 1Y | +68.3% | +55.4% | +12.9% | +38.1% |
| 3Y | +0.1% | +135.2% | -135.1% | -32.5% |
| 5Y | +102.6% | +64.2% | +38.4% | +53.1% |
| 10Y | +3.8% | +64.6% | -60.8% | -24.7% |
| All | +533.2% | +1,117.8% | -584.6% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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