+83.6%
HL vs IVZ
+1,088.7%
-1,005.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -4.4% | -2.4% | -2.0% | -3.7% |
| 30D | +9.3% | +3.0% | +6.3% | +8.3% |
| 3M | +32.0% | +14.9% | +17.1% | +26.9% |
| 6M | -6.4% | +36.7% | -43.2% | -14.3% |
| YTD | +3.1% | +25.7% | -22.5% | -3.2% |
| 1Y | +77.6% | +47.7% | +29.9% | +59.2% |
| 3Y | +392.8% | +138.8% | +254.0% | +279.8% |
| 5Y | +234.1% | +62.1% | +172.0% | +181.9% |
| 10Y | +264.5% | +64.3% | +200.1% | +184.6% |
| All | +83.6% | +1,088.7% | -1,005.1% | -2.7% |
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 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