+65.1%
IVZ vs HRB
+126.2%
-61.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.9% |
| 7D | +0.6% | -5.7% | +6.3% | +1.7% |
| 30D | +4.0% | +7.9% | -3.9% | +2.0% |
| 3M | +18.2% | +32.1% | -13.9% | +10.4% |
| 6M | +32.8% | +62.2% | -29.4% | +16.6% |
| YTD | +28.7% | +16.4% | +12.3% | +24.2% |
| 1Y | +55.4% | -0.3% | +55.6% | +56.0% |
| 3Y | +135.2% | +36.0% | +99.2% | +107.5% |
| All | +65.1% | +126.2% | -61.1% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling