+123.6%
HOOD vs IVZ
+48.1%
+75.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.6% | -6.3% |
| 7D | -3.8% | +7.6% | -11.4% | -9.9% |
| 30D | -23.0% | +4.3% | -27.3% | -25.7% |
| 3M | -21.6% | -9.3% | -12.3% | -14.4% |
| 6M | +1.4% | +5.2% | -3.8% | -2.5% |
| YTD | -31.2% | +13.4% | -44.6% | -38.0% |
| 1Y | -35.9% | +25.4% | -61.3% | -47.0% |
| 3Y | +836.9% | +152.5% | +684.4% | +328.4% |
| 5Y | +121.1% | +36.7% | +84.4% | +55.2% |
| All | +123.6% | +48.1% | +75.5% | +69.7% |
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