+198.1%
IWD vs HUBB
+446.9%
-248.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.8% | -10.0% | +9.1% | +3.3% |
| 3M | +6.9% | -1.6% | +8.5% | +6.6% |
| 6M | +18.3% | -3.1% | +21.4% | +17.9% |
| YTD | +22.4% | +4.6% | +17.8% | +17.6% |
| 1Y | +27.4% | +3.3% | +24.1% | +22.5% |
| 3Y | +71.2% | +46.6% | +24.6% | +34.9% |
| 5Y | +75.7% | +158.7% | -83.0% | +0.7% |
| All | +198.1% | +446.9% | -248.8% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling