+741.8%
HPQ vs IVZ
+1,090.9%
-349.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.7% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | +3.7% | +3.1% | +0.6% | +2.6% |
| 3M | +24.3% | +18.2% | +6.1% | +16.3% |
| 6M | +64.8% | +38.6% | +26.1% | +45.0% |
| YTD | +43.9% | +25.9% | +18.0% | +30.4% |
| 1Y | +11.7% | +51.7% | -40.0% | -5.2% |
| 3Y | +19.7% | +138.7% | -119.0% | -15.3% |
| 5Y | +32.2% | +62.8% | -30.6% | +4.8% |
| 10Y | +198.9% | +60.9% | +138.0% | +119.1% |
| All | +741.8% | +1,090.9% | -349.2% | +264.5% |
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