+125.1%
HOOD vs IVV
+79.3%
+45.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.4% | -5.9% | -0.6% |
| 7D | -14.4% | -4.8% | -9.7% | -4.2% |
| 30D | -30.0% | -5.9% | -24.1% | -19.2% |
| 3M | -15.5% | -4.5% | -11.0% | -4.8% |
| 6M | +1.8% | +1.8% | -0.1% | +0.2% |
| YTD | -30.7% | +8.4% | -39.1% | -39.0% |
| 1Y | -45.0% | +9.4% | -54.4% | -52.0% |
| 3Y | +709.0% | +75.3% | +633.7% | +222.5% |
| 5Y | +111.8% | +67.8% | +44.0% | -5.7% |
| All | +125.1% | +79.3% | +45.8% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling