+272.9%
HBAN vs IVZ
+1,081.7%
-808.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -1.5% | +1.2% | -2.6% | -2.1% |
| 30D | -5.5% | +1.8% | -7.3% | -6.5% |
| 3M | -0.2% | +15.7% | -16.0% | -8.2% |
| 6M | +5.2% | +36.3% | -31.2% | -11.6% |
| YTD | -2.3% | +24.9% | -27.2% | -14.6% |
| 1Y | -2.2% | +48.9% | -51.1% | -22.2% |
| 3Y | +73.8% | +136.8% | -63.0% | +5.6% |
| 5Y | +35.2% | +60.0% | -24.7% | -2.7% |
| 10Y | +155.4% | +63.4% | +92.0% | +68.1% |
| All | +272.9% | +1,081.7% | -808.9% | +42.4% |
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