+749.4%
IWD vs HUBB
+3,440.2%
-2,690.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | +3.6% | -6.4% | +10.0% | +6.2% |
| 3M | +2.7% | -14.4% | +17.0% | +9.1% |
| 6M | +13.2% | -9.0% | +22.2% | +16.1% |
| YTD | +26.8% | +0.7% | +26.0% | +23.1% |
| 1Y | +29.3% | -0.3% | +29.5% | +25.9% |
| 3Y | +85.1% | +59.2% | +25.9% | +40.3% |
| 5Y | +74.2% | +130.2% | -56.0% | +7.8% |
| 10Y | +204.6% | +391.8% | -187.2% | +27.5% |
| All | +749.4% | +3,440.2% | -2,690.8% | +51.9% |
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 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