+56.2%
HUBB vs IOVA
+99.0%
-42.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +1.8% | -3.5% | +5.2% | +1.9% |
| 30D | -7.7% | -45.4% | +37.7% | -5.5% |
| 3M | -13.6% | +19.0% | -32.6% | -15.6% |
| 6M | -9.1% | +112.0% | -121.1% | -15.2% |
| YTD | -0.7% | +184.2% | -185.0% | -10.2% |
| 1Y | +1.1% | +222.0% | -220.9% | -9.5% |
| 3Y | +56.2% | +92.6% | -36.4% | +34.1% |
| All | +56.2% | +99.0% | -42.8% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling