-78.7%
IOVA vs JAAA
+30.3%
-108.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | -45.4% | +0.4% | -45.8% | -45.8% |
| 3M | +19.0% | +1.2% | +17.8% | +16.2% |
| 6M | +112.0% | +2.3% | +109.7% | +102.9% |
| YTD | +184.2% | +4.0% | +180.3% | +163.8% |
| 1Y | +222.0% | +4.8% | +217.2% | +194.4% |
| 3Y | +92.6% | +18.4% | +74.1% | +59.9% |
| 5Y | -63.2% | +27.5% | -90.7% | -70.6% |
| All | -78.7% | +30.3% | -108.9% | -85.1% |
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