+776.1%
IVV vs HL
+1,685.4%
-909.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +0.1% | +25.1% | -25.0% | -1.6% |
| 3M | +2.0% | +22.9% | -20.9% | +0.2% |
| 6M | +13.0% | -4.9% | +17.9% | +12.7% |
| YTD | +13.6% | +7.8% | +5.8% | +11.7% |
| 1Y | +20.1% | +133.9% | -113.8% | +11.2% |
| 3Y | +77.6% | +380.9% | -303.3% | +53.4% |
| 5Y | +82.5% | +230.2% | -147.7% | +58.9% |
| 10Y | +316.5% | +265.6% | +51.0% | +238.2% |
| All | +776.1% | +1,685.4% | -909.2% | +579.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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