+39.8%
IJR vs HUBB
+157.3%
-117.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.2% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.6% | -10.0% | +5.4% | -0.4% |
| 3M | +0.2% | -1.6% | +1.8% | 0.0% |
| 6M | +14.7% | -3.1% | +17.8% | +14.3% |
| 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% | +21.6% |
| All | +39.8% | +157.3% | -117.5% | -19.5% |
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