+726.5%
IWD vs HUBB
+3,577.8%
-2,851.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +0.6% | -10.0% | +10.6% | +5.1% |
| 3M | +7.2% | -4.8% | +12.0% | +8.5% |
| 6M | +16.2% | -5.6% | +21.8% | +17.1% |
| YTD | +23.3% | +4.7% | +18.7% | +18.4% |
| 1Y | +29.6% | +6.7% | +22.9% | +22.7% |
| 3Y | +70.5% | +45.8% | +24.7% | +34.8% |
| 5Y | +73.5% | +145.9% | -72.5% | +4.7% |
| 10Y | +198.3% | +418.6% | -220.3% | +22.6% |
| All | +726.5% | +3,577.8% | -2,851.3% | +46.1% |
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