+128.7%
IVZ vs HRB
+36.2%
+92.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | -2.4% | +2.7% | -5.1% | -2.7% |
| 30D | -11.2% | +22.1% | -33.3% | -12.8% |
| 3M | -14.0% | +15.7% | -29.7% | -15.3% |
| 6M | +0.5% | +83.3% | -82.9% | -7.7% |
| YTD | +5.4% | +25.0% | -19.6% | +4.7% |
| 1Y | +19.5% | +6.9% | +12.5% | +22.3% |
| 3Y | +128.7% | +39.0% | +89.7% | +112.8% |
| All | +128.7% | +36.2% | +92.5% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling