+140.3%
IVZ vs HBM
+455.0%
-314.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.6% | -6.4% | +7.0% | +2.4% |
| 30D | +4.0% | +5.9% | -1.9% | +2.1% |
| 3M | +18.2% | -8.9% | +27.1% | +19.6% |
| 6M | +32.8% | +10.7% | +22.2% | +26.2% |
| YTD | +28.7% | +38.3% | -9.5% | +13.0% |
| 1Y | +55.4% | +121.3% | -66.0% | +17.1% |
| All | +140.3% | +455.0% | -314.7% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling