+152.4%
HUBB vs IOVA
-64.1%
+216.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.0% |
| 7D | +1.1% | -2.2% | +3.3% | +1.2% |
| 30D | -9.6% | +31.7% | -41.3% | -11.0% |
| 3M | -6.2% | +117.3% | -123.5% | -10.6% |
| 6M | -6.2% | +55.8% | -62.0% | -9.4% |
| YTD | +3.4% | +208.8% | -205.4% | -4.4% |
| 1Y | +5.3% | +255.7% | -250.4% | -3.9% |
| 3Y | +44.4% | +41.7% | +2.7% | +32.8% |
| 5Y | +152.4% | -64.9% | +217.3% | +133.8% |
| All | +152.4% | -64.1% | +216.5% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling