+97.4%
JBL vs IOVA
+99.0%
-1.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +6.3% | -3.5% | +9.8% | +6.6% |
| 30D | -13.5% | -45.4% | +31.9% | -10.3% |
| 3M | -31.3% | +19.0% | -50.4% | -33.2% |
| 6M | -28.4% | +112.0% | -140.5% | -34.4% |
| YTD | +11.6% | +184.2% | -172.7% | -1.4% |
| 1Y | +26.1% | +222.0% | -195.9% | +10.0% |
| 3Y | +97.4% | +92.6% | +4.8% | +72.6% |
| All | +97.4% | +99.0% | -1.6% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling