+30.6%
HUM vs IVZ
+56.4%
-25.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +4.2% | +0.6% | +3.5% | +3.9% |
| 30D | +10.4% | +4.0% | +6.4% | +9.0% |
| 3M | +15.1% | +18.2% | -3.1% | +8.7% |
| 6M | +120.9% | +32.8% | +88.1% | +98.5% |
| YTD | +57.9% | +28.7% | +29.2% | +47.7% |
| 1Y | +30.6% | +55.4% | -24.8% | +19.4% |
| All | +30.6% | +56.4% | -25.9% | +19.4% |
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