-54.1%
HUBS vs IOVA
+362.8%
-416.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.3% |
| 7D | -13.0% | -41.3% | +28.3% | -15.1% |
| 30D | -1.8% | -38.5% | +36.7% | -3.8% |
| 3M | -13.0% | +99.5% | -112.5% | -4.0% |
| 6M | -12.4% | +126.0% | -138.4% | -4.4% |
| YTD | -46.0% | +218.7% | -264.7% | -42.7% |
| 1Y | -54.1% | +378.0% | -432.1% | -45.6% |
| All | -54.1% | +362.8% | -416.9% | -45.6% |
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