+508.2%
IGV vs HUBS
+578.5%
-70.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | -5.4% | -12.4% | +7.0% | -0.9% |
| 30D | -2.6% | +1.4% | -4.0% | -3.6% |
| 3M | +10.5% | +16.0% | -5.4% | +2.1% |
| 6M | +18.2% | -17.0% | +35.2% | +20.4% |
| YTD | -4.2% | -44.3% | +40.1% | +11.2% |
| 1Y | -9.8% | -54.3% | +44.5% | +11.2% |
| 3Y | +39.1% | -58.4% | +97.5% | +72.1% |
| 5Y | +21.2% | -66.7% | +87.9% | +48.9% |
| 10Y | +361.5% | +315.9% | +45.6% | +155.0% |
| All | +508.2% | +578.5% | -70.2% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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