+6,114.7%
HD vs IVZ
+1,117.8%
+4,996.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -8.4% | +4.0% | -12.4% | -9.6% |
| 3M | +4.3% | +18.2% | -13.8% | -1.4% |
| 6M | -11.1% | +32.8% | -44.0% | -19.3% |
| YTD | -4.7% | +28.7% | -33.4% | -12.9% |
| 1Y | -19.8% | +55.4% | -75.2% | -31.2% |
| 3Y | +4.1% | +135.2% | -131.1% | -23.6% |
| 5Y | +10.3% | +64.2% | -53.9% | -12.0% |
| 10Y | +203.2% | +64.6% | +138.6% | +119.4% |
| All | +6,114.7% | +1,117.8% | +4,996.9% | +2,459.5% |
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