+250.7%
HOOD vs IVV
+88.0%
+162.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.2% |
| 7D | +17.1% | +0.1% | +17.0% | +17.2% |
| 30D | +31.6% | +0.1% | +31.5% | +32.3% |
| 3M | +38.2% | +2.0% | +36.2% | +33.5% |
| 6M | +48.5% | +13.0% | +35.5% | +16.4% |
| YTD | +8.0% | +13.6% | -5.6% | -15.3% |
| 1Y | +18.7% | +20.1% | -1.4% | -15.4% |
| 3Y | +999.1% | +77.6% | +921.5% | +315.2% |
| 5Y | +181.7% | +82.5% | +99.2% | -1.3% |
| All | +250.7% | +88.0% | +162.7% | +46.8% |
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