+46.9%
IJH vs IOVA
-64.2%
+111.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | -2.5% | -6.4% | +3.9% | -2.1% |
| 30D | -5.0% | +25.4% | -30.5% | -6.7% |
| 3M | +0.5% | +115.3% | -114.8% | -5.7% |
| 6M | +8.2% | +56.5% | -48.3% | +3.2% |
| YTD | +12.5% | +198.2% | -185.7% | +1.4% |
| 1Y | +14.4% | +242.0% | -227.6% | +1.3% |
| 3Y | +49.5% | +36.8% | +12.7% | +31.7% |
| All | +46.9% | -64.2% | +111.2% | +36.0% |
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 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