+642.7%
HUBS vs IOVA
+22.4%
+620.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -2.4% |
| 7D | -12.4% | -6.4% | -5.9% | -11.5% |
| 30D | +1.4% | +25.4% | -24.0% | -2.3% |
| 3M | +16.0% | +115.3% | -99.4% | -0.6% |
| 6M | -17.0% | +56.5% | -73.5% | -26.6% |
| YTD | -44.3% | +198.2% | -242.5% | -56.2% |
| 1Y | -54.3% | +242.0% | -296.3% | -65.6% |
| 3Y | -58.4% | +36.8% | -95.2% | -69.4% |
| 5Y | -66.7% | -64.3% | -2.4% | -71.8% |
| 10Y | +315.9% | +2.6% | +313.3% | +168.3% |
| All | +642.7% | +22.4% | +620.3% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling