+1,773.8%
HWM vs IVZ
+83.2%
+1,690.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -11.0% | +4.0% | -15.0% | -12.8% |
| 3M | +4.0% | +18.2% | -14.1% | -4.9% |
| 6M | -0.2% | +32.8% | -33.0% | -14.5% |
| YTD | +26.7% | +28.7% | -2.1% | +9.4% |
| 1Y | +44.7% | +55.4% | -10.7% | +12.8% |
| 3Y | +426.1% | +135.2% | +290.9% | +212.3% |
| 5Y | +738.5% | +64.2% | +674.3% | +478.7% |
| All | +1,773.8% | +83.2% | +1,690.6% | +931.6% |
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