-75.8%
IOVA vs JAAA
+29.3%
-105.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +0.9% |
| 7D | +9.7% | +0.2% | +9.6% | +9.4% |
| 30D | +102.5% | +0.5% | +102.0% | +100.5% |
| 3M | +100.7% | +1.3% | +99.4% | +95.8% |
| 6M | +106.3% | +2.7% | +103.7% | +96.4% |
| YTD | +222.0% | +3.2% | +218.8% | +203.5% |
| 1Y | +299.5% | +4.9% | +294.6% | +264.9% |
| 3Y | +42.9% | +19.0% | +23.9% | +19.7% |
| 5Y | -65.0% | +26.8% | -91.8% | -72.0% |
| All | -75.8% | +29.3% | -105.1% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling