-36.6%
HDB vs IVZ
+62.7%
-99.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -4.9% | +3.1% | -8.0% | -5.7% |
| 3M | -2.3% | +18.2% | -20.5% | -7.0% |
| 6M | -23.7% | +38.6% | -62.3% | -30.6% |
| YTD | -38.5% | +25.9% | -64.4% | -42.9% |
| 1Y | -36.5% | +51.7% | -88.1% | -44.2% |
| 3Y | -28.5% | +138.7% | -167.1% | -47.4% |
| All | -36.6% | +62.7% | -99.4% | -48.7% |
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 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