+152.3%
HUM vs IVZ
+65.9%
+86.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | +2.1% | -2.4% | +4.4% | +2.6% |
| 30D | +5.4% | +3.0% | +2.4% | +4.6% |
| 3M | +11.4% | +14.9% | -3.5% | +7.7% |
| 6M | +141.5% | +36.7% | +104.8% | +124.0% |
| YTD | +61.2% | +25.7% | +35.5% | +52.5% |
| 1Y | +49.2% | +47.7% | +1.5% | +36.1% |
| 3Y | -9.0% | +138.8% | -147.9% | -27.3% |
| 5Y | +7.2% | +62.1% | -54.9% | -8.8% |
| All | +152.3% | +65.9% | +86.4% | +74.9% |
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