+30.7%
IVZ vs HBM
+47.3%
-16.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.5% | +3.4% |
| 7D | +2.6% | -5.8% | +8.5% | +3.9% |
| 30D | -3.5% | -18.5% | +15.0% | +0.5% |
| 3M | -7.4% | -10.3% | +2.9% | -6.1% |
| 6M | +14.7% | +2.1% | +12.6% | +12.8% |
| YTD | +14.6% | +12.0% | +2.6% | +7.7% |
| 1Y | +30.7% | +49.8% | -19.1% | +11.5% |
| All | +30.7% | +47.3% | -16.6% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling