+51.7%
IVZ vs HRB
-5.9%
+57.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.2% |
| 7D | +1.1% | -9.1% | +10.2% | +1.1% |
| 30D | +3.1% | +0.3% | +2.8% | +3.1% |
| 3M | +18.2% | +23.4% | -5.2% | +17.9% |
| 6M | +38.6% | +45.1% | -6.5% | +37.8% |
| YTD | +25.9% | +8.9% | +17.0% | +31.0% |
| 1Y | +51.7% | -7.9% | +59.6% | +56.7% |
| All | +51.7% | -5.9% | +57.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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