+322.1%
IVV vs HIG
+314.4%
+7.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.4% | -2.8% | +1.5% | -0.5% |
| 3M | +3.7% | +6.3% | -2.6% | +1.3% |
| 6M | +13.0% | -0.1% | +13.1% | +12.5% |
| YTD | +12.4% | +0.4% | +12.0% | +11.6% |
| 1Y | +18.6% | +6.2% | +12.4% | +15.2% |
| 3Y | +78.1% | +101.6% | -23.5% | +37.1% |
| 5Y | +82.3% | +119.8% | -37.6% | +35.2% |
| 10Y | +322.1% | +311.7% | +10.4% | +154.2% |
| All | +322.1% | +314.4% | +7.7% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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