+238.2%
HL vs IVZ
+57.9%
+180.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -5.6% | -2.4% | -3.2% | -4.5% |
| 30D | +12.7% | +2.5% | +10.2% | +11.2% |
| 3M | +42.5% | +17.1% | +25.5% | +32.1% |
| 6M | -9.0% | +35.1% | -44.1% | -21.0% |
| YTD | +4.4% | +24.3% | -19.9% | -6.0% |
| 1Y | +82.7% | +48.7% | +34.0% | +51.8% |
| 3Y | +406.3% | +135.6% | +270.7% | +225.8% |
| 5Y | +238.2% | +60.3% | +177.8% | +135.4% |
| All | +238.2% | +57.9% | +180.3% | +135.4% |
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