+225.5%
HOOD vs IVZ
+62.3%
+163.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -9.1% | -2.4% | -6.7% | -7.2% |
| 30D | +20.1% | +2.5% | +17.6% | +18.1% |
| 3M | +31.2% | +17.1% | +14.2% | +14.7% |
| 6M | +44.3% | +35.1% | +9.2% | +12.3% |
| YTD | +0.2% | +24.3% | -24.1% | -16.6% |
| 1Y | -3.5% | +48.7% | -52.2% | -30.7% |
| 3Y | +955.2% | +135.6% | +819.6% | +406.5% |
| 5Y | +175.3% | +60.3% | +114.9% | +82.0% |
| All | +225.5% | +62.3% | +163.2% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling