+642.7%
HUBS vs IVZ
+37.7%
+605.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -12.4% | -2.4% | -10.0% | -11.4% |
| 30D | +1.4% | +2.5% | -1.1% | +0.4% |
| 3M | +16.0% | +17.1% | -1.1% | +7.3% |
| 6M | -17.0% | +35.1% | -52.1% | -29.1% |
| YTD | -44.3% | +24.3% | -68.6% | -50.7% |
| 1Y | -54.3% | +48.7% | -103.0% | -62.8% |
| 3Y | -58.4% | +135.6% | -194.0% | -73.5% |
| 5Y | -66.7% | +60.3% | -127.0% | -75.2% |
| 10Y | +315.9% | +62.5% | +253.4% | +189.1% |
| All | +642.7% | +37.7% | +605.0% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling