+27.4%
IVZ vs HIG
+104.7%
-77.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.4% |
| 7D | -2.4% | +1.1% | -3.5% | -3.1% |
| 30D | -11.2% | +5.6% | -16.8% | -14.3% |
| 3M | -14.0% | -6.9% | -7.1% | -10.4% |
| 6M | +0.5% | +1.3% | -0.8% | -1.9% |
| YTD | +5.4% | -1.5% | +6.9% | +4.5% |
| 1Y | +19.5% | +6.6% | +12.8% | +11.6% |
| 3Y | +128.7% | +91.2% | +37.5% | +31.7% |
| All | +27.4% | +104.7% | -77.3% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling