+7.4%
HD vs IVZ
+63.4%
-56.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -11.1% | +3.1% | -14.2% | -12.0% |
| 3M | +2.0% | +18.2% | -16.1% | -3.6% |
| 6M | -10.5% | +38.6% | -49.1% | -20.0% |
| YTD | -6.9% | +25.9% | -32.8% | -14.6% |
| 1Y | -23.2% | +51.7% | -74.9% | -34.1% |
| 3Y | +3.1% | +138.7% | -135.6% | -27.2% |
| 5Y | +7.4% | +62.8% | -55.4% | -19.9% |
| All | +7.4% | +63.4% | -56.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling