+655.5%
HWM vs IVZ
+63.4%
+592.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.2% | -8.5% | -9.8% |
| 7D | -9.2% | +1.1% | -10.3% | -9.5% |
| 30D | -17.9% | +3.1% | -21.0% | -18.8% |
| 3M | -6.0% | +18.2% | -24.2% | -12.4% |
| 6M | -7.4% | +38.6% | -46.0% | -19.4% |
| YTD | +13.1% | +25.9% | -12.8% | +1.6% |
| 1Y | +29.3% | +51.7% | -22.4% | +6.9% |
| 3Y | +389.9% | +138.7% | +251.3% | +218.3% |
| 5Y | +655.5% | +62.8% | +592.7% | +464.3% |
| All | +655.5% | +63.4% | +592.1% | +464.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling