+886.2%
IVZ vs HUBB
+3,295.6%
-2,409.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.8% |
| 7D | -2.4% | +1.7% | -4.1% | -3.6% |
| 30D | -11.2% | -9.7% | -1.5% | -5.0% |
| 3M | -14.0% | -15.2% | +1.2% | -4.3% |
| 6M | +0.5% | -14.0% | +14.4% | +9.5% |
| YTD | +5.4% | -2.4% | +7.9% | +3.8% |
| 1Y | +19.5% | -5.8% | +25.3% | +20.4% |
| 3Y | +128.7% | +60.4% | +68.3% | +50.6% |
| 5Y | +28.8% | +125.4% | -96.7% | -35.5% |
| 10Y | +52.3% | +409.7% | -357.4% | -56.9% |
| All | +886.2% | +3,295.6% | -2,409.4% | +2.7% |
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