+1,731.8%
HCA vs IVZ
+125.2%
+1,606.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +4.9% | +1.2% | +3.8% | +4.5% |
| 30D | +1.9% | +1.8% | +0.1% | +1.2% |
| 3M | +12.7% | +15.7% | -3.0% | +6.7% |
| 6M | -22.3% | +36.3% | -58.7% | -30.9% |
| YTD | -9.3% | +24.9% | -34.3% | -17.6% |
| 1Y | +2.7% | +48.9% | -46.2% | -12.6% |
| 3Y | +57.8% | +136.8% | -79.0% | +7.7% |
| 5Y | +70.3% | +60.0% | +10.4% | +30.0% |
| 10Y | +499.7% | +63.4% | +436.3% | +299.6% |
| All | +1,731.8% | +125.2% | +1,606.6% | +834.7% |
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