+724.9%
IWF vs HUBB
+3,610.0%
-2,885.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +1.5% | +4.8% | -3.3% | -0.6% |
| 30D | -1.3% | -9.3% | +8.0% | +3.0% |
| 3M | +0.1% | -3.9% | +4.0% | +1.1% |
| 6M | +10.3% | -0.8% | +11.1% | +9.0% |
| YTD | +4.2% | +5.6% | -1.4% | -0.3% |
| 1Y | +9.3% | +7.7% | +1.6% | +3.3% |
| 3Y | +79.3% | +47.5% | +31.9% | +43.1% |
| 5Y | +73.8% | +153.7% | -79.9% | +5.9% |
| 10Y | +410.9% | +433.0% | -22.1% | +110.5% |
| All | +724.9% | +3,610.0% | -2,885.0% | +28.1% |
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