-66.4%
HUBS vs IOVA
-62.2%
-4.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.2% |
| 7D | -9.0% | -2.2% | -6.8% | -8.8% |
| 30D | +7.2% | +27.6% | -20.4% | +4.3% |
| 3M | +20.9% | +117.2% | -96.3% | +7.9% |
| 6M | -13.0% | +77.7% | -90.7% | -21.4% |
| YTD | -43.8% | +215.0% | -258.9% | -53.7% |
| 1Y | -54.6% | +255.4% | -310.0% | -63.8% |
| 3Y | -58.5% | +42.6% | -101.1% | -68.4% |
| All | -66.4% | -62.2% | -4.2% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling