+479.4%
IJH vs IOVA
-91.7%
+571.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +1.0% | +5.1% | -4.1% | +0.9% |
| 30D | -3.1% | +37.2% | -40.3% | -3.8% |
| 3M | +1.9% | +117.5% | -115.6% | -0.1% |
| 6M | +11.0% | +69.6% | -58.6% | +9.1% |
| YTD | +14.7% | +218.7% | -203.9% | +11.0% |
| 1Y | +15.6% | +265.5% | -250.0% | +11.3% |
| 3Y | +52.5% | +46.2% | +6.3% | +47.2% |
| 5Y | +49.1% | -63.2% | +112.3% | +45.5% |
| 10Y | +177.7% | +6.1% | +171.6% | +166.2% |
| All | +479.4% | -91.7% | +571.1% | +438.4% |
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 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