+3.6%
IEF vs HUBB
+446.9%
-443.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.1% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -1.7% | -10.0% | +8.2% | -2.0% |
| 3M | -2.5% | -1.6% | -0.9% | -2.5% |
| 6M | -3.3% | -3.1% | -0.2% | -3.2% |
| YTD | -2.8% | +4.6% | -7.4% | -2.6% |
| 1Y | -2.7% | +3.3% | -6.1% | -2.5% |
| 3Y | +8.9% | +46.6% | -37.7% | +10.8% |
| 5Y | -9.4% | +158.7% | -168.1% | -5.0% |
| All | +3.6% | +446.9% | -443.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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