+179.3%
IJH vs IOVA
+9.7%
+169.6%
-42.2%
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% | +0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | -4.6% | +27.6% | -32.2% | -6.8% |
| 3M | -1.2% | +117.2% | -118.3% | -8.6% |
| 6M | +9.4% | +77.7% | -68.3% | +2.1% |
| YTD | +13.3% | +215.0% | -201.7% | -0.3% |
| 1Y | +13.4% | +255.4% | -242.0% | -2.2% |
| 3Y | +50.4% | +42.6% | +7.8% | +29.0% |
| 5Y | +49.0% | -62.2% | +111.2% | +36.0% |
| All | +179.3% | +9.7% | +169.6% | +127.4% |
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