+6,741.3%
HD vs IVZ
+964.6%
+5,776.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +0.8% |
| 7D | +3.6% | +4.1% | -0.5% | +2.2% |
| 30D | +21.6% | -2.0% | +23.6% | +22.1% |
| 3M | +0.1% | -7.8% | +8.0% | +2.3% |
| 6M | +13.0% | +6.3% | +6.7% | +9.9% |
| YTD | +4.9% | +12.6% | -7.6% | -0.3% |
| 1Y | -2.1% | +27.6% | -29.7% | -10.7% |
| 3Y | +32.6% | +154.0% | -121.4% | -5.2% |
| 5Y | +8.2% | +37.3% | -29.1% | -8.6% |
| 10Y | +257.9% | +50.5% | +207.4% | +165.8% |
| All | +6,741.3% | +964.6% | +5,776.7% | +2,828.8% |
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 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