+23.1%
IGV vs HUBB
+157.3%
-134.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.4% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -1.5% | -10.0% | +8.4% | +2.4% |
| 3M | +11.7% | -1.6% | +13.3% | +11.0% |
| 6M | +18.4% | -3.1% | +21.5% | +17.0% |
| YTD | -3.9% | +4.6% | -8.5% | -9.1% |
| 1Y | -9.7% | +3.3% | -13.0% | -14.3% |
| 3Y | +38.4% | +46.6% | -8.1% | +7.2% |
| All | +23.1% | +157.3% | -134.2% | -34.2% |
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