+60.9%
IVZ vs HBM
+599.4%
-538.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -3.8% |
| 7D | +1.1% | +7.4% | -6.3% | -0.9% |
| 30D | +3.1% | +5.1% | -2.0% | +1.3% |
| 3M | +18.2% | +11.1% | +7.0% | +13.7% |
| 6M | +38.6% | +30.2% | +8.4% | +26.0% |
| YTD | +25.9% | +46.2% | -20.3% | +9.3% |
| 1Y | +51.7% | +120.0% | -68.4% | +16.6% |
| 3Y | +138.7% | +527.4% | -388.8% | +31.3% |
| 5Y | +62.8% | +400.4% | -337.6% | -10.4% |
| 10Y | +60.9% | +621.5% | -560.6% | -35.0% |
| All | +60.9% | +599.4% | -538.5% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling