+1,125.1%
HUBB vs IOVA
-91.7%
+1,216.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +4.8% | +5.1% | -0.2% | +4.7% |
| 30D | -9.3% | +37.2% | -46.5% | -9.9% |
| 3M | -3.9% | +117.5% | -121.4% | -5.6% |
| 6M | -0.8% | +69.6% | -70.4% | -2.3% |
| YTD | +5.6% | +218.7% | -213.1% | +2.7% |
| 1Y | +7.7% | +265.5% | -257.8% | +4.3% |
| 3Y | +47.5% | +46.2% | +1.2% | +43.0% |
| 5Y | +153.7% | -63.2% | +216.9% | +148.3% |
| 10Y | +433.0% | +6.1% | +426.9% | +412.1% |
| All | +1,125.1% | -91.7% | +1,216.9% | +1,026.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling