-54.1%
HUBS vs IEF
-1.9%
-52.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.8% | -4.9% |
| 7D | -13.0% | +0.9% | -13.9% | -14.0% |
| 30D | -1.8% | +3.1% | -4.9% | -5.3% |
| 3M | -13.0% | -1.4% | -11.6% | -12.3% |
| 6M | -12.4% | -1.6% | -10.9% | -11.9% |
| YTD | -46.0% | -2.1% | -43.9% | -44.7% |
| 1Y | -54.1% | -2.0% | -52.1% | -52.7% |
| All | -54.1% | -1.9% | -52.2% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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