+250.7%
HOOD vs IVZ
+68.1%
+182.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -3.0% |
| 7D | +17.1% | +0.6% | +16.5% | +16.7% |
| 30D | +31.6% | +4.0% | +27.6% | +27.8% |
| 3M | +38.2% | +18.2% | +20.1% | +19.8% |
| 6M | +48.5% | +32.8% | +15.7% | +17.2% |
| YTD | +8.0% | +28.7% | -20.8% | -12.8% |
| 1Y | +18.7% | +55.4% | -36.7% | -17.9% |
| 3Y | +999.1% | +135.2% | +863.9% | +427.2% |
| 5Y | +181.7% | +64.2% | +117.5% | +78.8% |
| All | +250.7% | +68.1% | +182.6% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling