-58.5%
HUBS vs IVZ
+134.7%
-193.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -9.0% | -2.4% | -6.6% | -8.1% |
| 30D | +7.2% | +3.0% | +4.2% | +6.1% |
| 3M | +20.9% | +14.9% | +6.0% | +14.0% |
| 6M | -13.0% | +36.7% | -49.8% | -25.2% |
| YTD | -43.8% | +25.7% | -69.5% | -49.9% |
| 1Y | -54.6% | +47.7% | -102.3% | -62.6% |
| 3Y | -58.5% | +138.8% | -197.3% | -73.4% |
| All | -58.5% | +134.7% | -193.2% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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