+952.9%
IVZ vs HUBB
+3,391.4%
-2,438.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +3.9% | +4.8% |
| 7D | +4.1% | +1.8% | +2.3% | +2.9% |
| 30D | -2.0% | -6.9% | +4.8% | +2.7% |
| 3M | -7.8% | -13.8% | +6.0% | +1.6% |
| 6M | +6.3% | -9.8% | +16.1% | +12.2% |
| YTD | +12.6% | +0.3% | +12.2% | +8.8% |
| 1Y | +27.6% | -3.3% | +31.0% | +26.4% |
| 3Y | +154.0% | +61.0% | +93.0% | +67.2% |
| 5Y | +37.3% | +128.5% | -91.2% | -31.8% |
| 10Y | +50.5% | +398.9% | -348.4% | -56.8% |
| All | +952.9% | +3,391.4% | -2,438.6% | +7.6% |
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