-58.5%
HUBS vs IOVA
+43.8%
-102.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.5% |
| 7D | -9.0% | -2.2% | -6.8% | -8.9% |
| 30D | +7.2% | +27.6% | -20.4% | +5.9% |
| 3M | +20.9% | +117.2% | -96.3% | +14.4% |
| 6M | -13.0% | +77.7% | -90.7% | -16.9% |
| YTD | -43.8% | +215.0% | -258.9% | -49.6% |
| 1Y | -54.6% | +255.4% | -310.0% | -59.9% |
| 3Y | -58.5% | +42.6% | -101.1% | -66.0% |
| All | -58.5% | +43.8% | -102.3% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling