-9.5%
IEF vs HUBB
+157.3%
-166.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -1.7% | -10.0% | +8.2% | -1.7% |
| 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% | -2.8% |
| 1Y | -2.7% | +3.3% | -6.1% | -2.8% |
| 3Y | +8.9% | +46.6% | -37.7% | +8.3% |
| All | -9.5% | +157.3% | -166.9% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling