+308.1%
HUBS vs IEF
+3.8%
+304.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -9.0% | -1.3% | -7.7% | -8.8% |
| 30D | +7.2% | -1.7% | +9.0% | +7.5% |
| 3M | +20.9% | -2.5% | +23.4% | +21.2% |
| 6M | -13.0% | -3.3% | -9.8% | -12.7% |
| YTD | -43.8% | -2.8% | -41.0% | -43.7% |
| 1Y | -54.6% | -2.7% | -51.9% | -54.5% |
| 3Y | -58.5% | +8.9% | -67.4% | -59.0% |
| 5Y | -66.4% | -9.4% | -57.0% | -72.2% |
| All | +308.1% | +3.8% | +304.4% | +323.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling