+145.8%
IVZ vs HUBB
+51.4%
+94.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +4.0% | -10.0% | +14.0% | +9.3% |
| 3M | +18.2% | -4.8% | +22.9% | +20.0% |
| 6M | +32.8% | -5.6% | +38.4% | +34.2% |
| YTD | +28.7% | +4.7% | +24.1% | +23.0% |
| 1Y | +55.4% | +6.7% | +48.7% | +46.4% |
| All | +145.8% | +51.4% | +94.4% | +84.0% |
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