+312.0%
IVV vs HBM
+285.4%
+26.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +3.3% | +5.1% | -1.7% | +2.5% |
| 30D | -2.7% | -15.8% | +13.2% | -0.3% |
| 3M | -1.7% | -22.4% | +20.7% | +1.6% |
| 6M | +3.2% | -20.2% | +23.4% | +5.2% |
| YTD | +12.0% | +9.0% | +3.0% | +7.7% |
| 1Y | +12.1% | +27.4% | -15.2% | +5.1% |
| 3Y | +78.6% | +424.2% | -345.6% | +30.5% |
| 5Y | +73.8% | +196.1% | -122.3% | +33.0% |
| All | +312.0% | +285.4% | +26.6% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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