+128.9%
IEF vs HUBB
+2,673.9%
-2,544.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.4% |
| 7D | -0.3% | +1.1% | -1.4% | -0.2% |
| 30D | -0.6% | -9.6% | +9.0% | -1.1% |
| 3M | -1.0% | -6.2% | +5.2% | -1.3% |
| 6M | -3.1% | -6.2% | +3.1% | -3.3% |
| YTD | -1.9% | +3.4% | -5.2% | -1.5% |
| 1Y | -1.4% | +5.3% | -6.7% | -0.8% |
| 3Y | +9.8% | +44.4% | -34.6% | +13.2% |
| 5Y | -8.8% | +152.4% | -161.2% | -1.9% |
| 10Y | +4.7% | +437.0% | -432.4% | +21.0% |
| All | +128.9% | +2,673.9% | -2,544.9% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling