+26.2%
IVZ vs HBM
+36.9%
-10.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.0% | -2.2% | +4.6% |
| 7D | +4.1% | +5.0% | -0.9% | +3.0% |
| 30D | -2.0% | -12.7% | +10.7% | +0.6% |
| 3M | -7.8% | -17.4% | +9.6% | -4.7% |
| 6M | +6.3% | -8.9% | +15.2% | +6.6% |
| YTD | +12.6% | +14.9% | -2.4% | +4.6% |
| All | +26.2% | +36.9% | -10.7% | +9.9% |
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