+313.4%
IVV vs HD
+247.4%
+66.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -1.2% | +0.2% | -0.4% |
| 30D | -2.3% | +20.9% | -23.2% | -11.2% |
| 3M | -1.2% | -0.2% | -1.0% | -1.6% |
| 6M | +3.3% | +14.5% | -11.2% | -4.5% |
| YTD | +12.3% | +4.3% | +8.0% | +8.1% |
| 1Y | +12.5% | -3.5% | +16.0% | +12.4% |
| 3Y | +79.2% | +30.1% | +49.0% | +49.0% |
| 5Y | +75.6% | +8.5% | +67.2% | +57.8% |
| 10Y | +313.4% | +245.3% | +68.1% | +121.4% |
| All | +313.4% | +247.4% | +66.0% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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