+1,388.5%
HWM vs IVZ
+50.0%
+1,338.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +3.4% | -2.4% | +5.8% | +4.5% |
| 30D | -7.5% | -11.2% | +3.7% | -2.0% |
| 3M | -28.9% | -14.0% | -14.9% | -23.5% |
| 6M | -19.6% | +0.5% | -20.1% | -20.6% |
| YTD | +0.6% | +5.4% | -4.8% | -4.1% |
| 1Y | +0.3% | +19.5% | -19.1% | -10.7% |
| 3Y | +326.1% | +128.7% | +197.4% | +154.9% |
| 5Y | +525.2% | +28.8% | +496.4% | +392.0% |
| 10Y | +1,492.9% | +52.3% | +1,440.6% | +864.1% |
| All | +1,388.5% | +50.0% | +1,338.4% | +804.2% |
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 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