+48.3%
IEMG vs HUBB
+157.3%
-109.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +1.9% | -10.0% | +11.9% | +4.9% |
| 3M | +1.4% | -1.6% | +3.0% | +1.8% |
| 6M | +15.2% | -3.1% | +18.3% | +15.8% |
| YTD | +23.8% | +4.6% | +19.2% | +22.1% |
| 1Y | +30.7% | +3.3% | +27.3% | +29.0% |
| 3Y | +83.3% | +46.6% | +36.7% | +62.8% |
| All | +48.3% | +157.3% | -109.0% | +8.1% |
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