+53.0%
IJR vs HUBB
+46.2%
+6.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.6% | -10.0% | +5.4% | -0.8% |
| 3M | +0.2% | -1.6% | +1.8% | -0.1% |
| 6M | +14.7% | -3.1% | +17.8% | +14.2% |
| YTD | +18.9% | +4.6% | +14.3% | +14.0% |
| 1Y | +19.9% | +3.3% | +16.6% | +15.2% |
| 3Y | +53.0% | +46.6% | +6.4% | +24.0% |
| All | +53.0% | +46.2% | +6.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling