+148.1%
IVZ vs HBM
+438.5%
-290.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | -1.3% | -1.5% | -2.4% |
| 30D | -2.2% | -14.8% | +12.7% | +1.9% |
| 3M | -8.1% | -20.7% | +12.6% | -3.2% |
| 6M | +3.8% | -13.9% | +17.7% | +5.6% |
| YTD | +11.5% | +10.6% | +0.8% | +3.3% |
| 1Y | +23.7% | +32.4% | -8.7% | +8.5% |
| All | +148.1% | +438.5% | -290.4% | +31.4% |
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