+113.0%
HOOD vs IVV
+67.9%
+45.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +2.5% |
| 7D | -4.8% | -2.7% | -2.1% | +1.6% |
| 30D | -26.1% | -5.4% | -20.7% | -15.6% |
| 3M | -10.8% | -4.1% | -6.7% | -0.3% |
| 6M | +2.4% | +0.7% | +1.6% | +3.2% |
| YTD | -28.5% | +8.7% | -37.2% | -37.8% |
| 1Y | -36.3% | +11.0% | -47.3% | -46.5% |
| 3Y | +743.7% | +75.4% | +668.3% | +225.3% |
| All | +113.0% | +67.9% | +45.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling