+738.6%
IVV vs HIG
+316.2%
+422.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | -5.4% | +5.6% | -10.9% | -6.4% |
| 3M | -4.1% | -6.9% | +2.8% | -2.9% |
| 6M | +0.7% | +1.3% | -0.6% | +0.2% |
| YTD | +8.7% | -1.5% | +10.2% | +8.6% |
| 1Y | +11.0% | +6.6% | +4.4% | +9.1% |
| 3Y | +75.4% | +91.2% | -15.8% | +54.0% |
| 5Y | +68.3% | +106.1% | -37.7% | +45.4% |
| 10Y | +315.5% | +283.7% | +31.8% | +212.2% |
| All | +738.6% | +316.2% | +422.5% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling