+210.2%
HD vs IVZ
+60.3%
+149.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -10.8% | +1.8% | -12.6% | -11.4% |
| 3M | -2.7% | +15.7% | -18.4% | -7.5% |
| 6M | -10.3% | +36.3% | -46.6% | -19.3% |
| YTD | -7.8% | +24.9% | -32.8% | -15.1% |
| 1Y | -23.1% | +48.9% | -72.1% | -33.3% |
| 3Y | +2.0% | +136.8% | -134.8% | -26.2% |
| 5Y | +6.2% | +60.0% | -53.7% | -15.6% |
| 10Y | +210.2% | +63.4% | +146.8% | +116.8% |
| All | +210.2% | +60.3% | +149.8% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling