+428.6%
HUBB vs IOVA
+3.8%
+424.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.3% |
| 7D | -1.7% | -6.4% | +4.8% | -1.3% |
| 30D | -12.7% | +25.4% | -38.1% | -14.2% |
| 3M | -2.9% | +115.3% | -118.3% | -9.0% |
| 6M | -4.8% | +56.5% | -61.3% | -9.2% |
| YTD | +2.8% | +198.2% | -195.4% | -7.0% |
| 1Y | +3.5% | +242.0% | -238.5% | -8.0% |
| 3Y | +43.5% | +36.8% | +6.7% | +27.5% |
| 5Y | +154.2% | -64.3% | +218.4% | +137.1% |
| All | +428.6% | +3.8% | +424.7% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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