+140.3%
IVZ vs HIG
+102.1%
+38.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +4.0% | -3.2% | +7.2% | +5.4% |
| 3M | +18.2% | +9.1% | +9.0% | +12.2% |
| 6M | +32.8% | -1.8% | +34.6% | +33.2% |
| YTD | +28.7% | +1.8% | +27.0% | +26.5% |
| 1Y | +55.4% | +4.6% | +50.8% | +50.1% |
| All | +140.3% | +102.1% | +38.3% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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