+50.0%
HUM vs IVZ
+30.5%
+19.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.3% |
| 7D | +1.6% | +2.6% | -1.1% | +0.8% |
| 30D | +3.5% | -3.5% | +7.0% | +4.4% |
| 3M | +15.5% | -7.4% | +22.9% | +17.9% |
| 6M | +76.2% | +14.7% | +61.5% | +65.2% |
| YTD | +64.5% | +14.6% | +49.9% | +60.2% |
| 1Y | +50.0% | +30.7% | +19.3% | +40.2% |
| All | +50.0% | +30.5% | +19.5% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling