+44.8%
HUBB vs IOVA
+41.0%
+3.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.9% |
| 7D | +1.1% | -2.2% | +3.3% | +1.2% |
| 30D | -9.6% | +31.7% | -41.3% | -11.1% |
| 3M | -6.2% | +117.3% | -123.5% | -11.1% |
| 6M | -6.2% | +55.8% | -62.0% | -9.7% |
| YTD | +3.4% | +208.8% | -205.4% | -5.4% |
| 1Y | +5.3% | +255.7% | -250.4% | -5.1% |
| All | +44.8% | +41.0% | +3.9% | +29.5% |
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