-76.8%
IOVA vs JAAA
+29.3%
-106.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | +31.7% | +0.5% | +31.3% | +30.6% |
| 3M | +117.3% | +1.2% | +116.0% | +112.1% |
| 6M | +55.8% | +2.7% | +53.1% | +48.2% |
| YTD | +208.8% | +3.2% | +205.6% | +190.9% |
| 1Y | +255.7% | +4.8% | +250.9% | +225.6% |
| 3Y | +41.7% | +19.0% | +22.7% | +18.6% |
| 5Y | -64.9% | +26.8% | -91.7% | -71.9% |
| All | -76.8% | +29.3% | -106.1% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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