-46.7%
HUBS vs IOVA
+299.5%
-346.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -4.0% | -2.9% |
| 7D | -5.0% | +9.7% | -14.8% | -4.4% |
| 30D | -1.0% | +102.5% | -103.6% | +4.9% |
| 3M | +12.4% | +100.7% | -88.3% | +18.5% |
| 6M | -11.1% | +106.3% | -117.5% | -6.4% |
| YTD | -38.3% | +222.0% | -260.3% | -37.7% |
| 1Y | -46.7% | +299.5% | -346.2% | -41.2% |
| All | -46.7% | +299.5% | -346.2% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling