+945.1%
IGV vs HUBB
+2,854.3%
-1,909.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | -3.0% | -9.6% | +6.6% | +1.6% |
| 3M | +9.6% | -6.2% | +15.8% | +11.6% |
| 6M | +16.1% | -6.2% | +22.3% | +16.8% |
| YTD | -3.6% | +3.4% | -7.0% | -8.3% |
| 1Y | -7.8% | +5.3% | -13.2% | -13.6% |
| 3Y | +40.0% | +44.4% | -4.4% | +8.6% |
| 5Y | +21.2% | +152.4% | -131.2% | -31.1% |
| 10Y | +364.4% | +437.0% | -72.6% | +64.2% |
| All | +945.1% | +2,854.3% | -1,909.3% | +12.2% |
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