+1,827.1%
HON vs IVZ
+1,117.8%
+709.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -15.3% | +4.0% | -19.3% | -16.4% |
| 3M | -7.9% | +18.2% | -26.1% | -13.3% |
| 6M | -18.1% | +32.8% | -50.9% | -26.1% |
| YTD | +3.8% | +28.7% | -24.9% | -5.8% |
| 1Y | +0.5% | +55.4% | -54.9% | -14.9% |
| 3Y | +19.8% | +135.2% | -115.4% | -15.3% |
| 5Y | +2.9% | +64.2% | -61.3% | -20.6% |
| 10Y | +134.6% | +64.6% | +70.0% | +64.5% |
| All | +1,827.1% | +1,117.8% | +709.3% | +655.5% |
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