+677.7%
HPE vs IVZ
+63.1%
+614.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +10.0% | +8.9% |
| 7D | +10.1% | +1.1% | +9.0% | +9.4% |
| 30D | +5.3% | +3.1% | +2.2% | +3.6% |
| 3M | +12.7% | +18.2% | -5.5% | +3.3% |
| 6M | +167.7% | +38.6% | +129.0% | +125.4% |
| YTD | +135.5% | +25.9% | +109.5% | +107.3% |
| 1Y | +143.4% | +51.7% | +91.7% | +95.6% |
| 3Y | +249.2% | +138.7% | +110.5% | +117.3% |
| 5Y | +343.8% | +62.8% | +281.1% | +219.2% |
| 10Y | +495.9% | +60.9% | +434.9% | +288.1% |
| All | +677.7% | +63.1% | +614.6% | +401.1% |
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