+308.1%
HUBS vs IOVA
+9.7%
+298.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | 0.0% |
| 7D | -9.0% | -2.2% | -6.8% | -8.7% |
| 30D | +7.2% | +27.6% | -20.4% | +3.1% |
| 3M | +20.9% | +117.2% | -96.3% | +3.1% |
| 6M | -13.0% | +77.7% | -90.7% | -24.8% |
| YTD | -43.8% | +215.0% | -258.9% | -56.5% |
| 1Y | -54.6% | +255.4% | -310.0% | -66.4% |
| 3Y | -58.5% | +42.6% | -101.1% | -70.2% |
| 5Y | -66.4% | -62.2% | -4.2% | -71.9% |
| All | +308.1% | +9.7% | +298.4% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling