+139.3%
HOOD vs IVV
+84.2%
+55.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | -2.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | -23.6% | -3.3% | -20.3% | -17.0% |
| 3M | -10.7% | -2.4% | -8.3% | -4.2% |
| 6M | +8.2% | +2.6% | +5.6% | +4.7% |
| YTD | -26.3% | +11.3% | -37.6% | -38.9% |
| 1Y | -36.1% | +13.4% | -49.5% | -48.6% |
| 3Y | +950.7% | +80.3% | +870.4% | +293.6% |
| 5Y | +127.0% | +72.7% | +54.3% | -4.7% |
| All | +139.3% | +84.2% | +55.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling