+563.1%
HPE vs IVZ
+65.9%
+497.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.3% | +11.9% |
| 7D | +19.4% | -2.4% | +21.8% | +20.8% |
| 30D | +5.6% | +3.0% | +2.6% | +4.0% |
| 3M | +33.1% | +14.9% | +18.2% | +24.0% |
| 6M | +192.5% | +36.7% | +155.7% | +149.1% |
| YTD | +160.9% | +25.7% | +135.2% | +130.8% |
| 1Y | +155.0% | +47.7% | +107.3% | +108.9% |
| 3Y | +289.4% | +138.8% | +150.6% | +145.8% |
| 5Y | +395.7% | +62.1% | +333.6% | +260.5% |
| All | +563.1% | +65.9% | +497.2% | +333.2% |
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