+388.3%
JBL vs IOVA
-66.4%
+454.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.7% | -2.5% |
| 7D | -1.0% | -6.4% | +5.4% | -0.5% |
| 30D | -15.1% | +25.4% | -40.5% | -16.8% |
| 3M | -14.0% | +115.3% | -129.4% | -20.3% |
| 6M | +20.6% | +56.5% | -35.9% | +14.1% |
| YTD | +32.9% | +198.2% | -165.3% | +18.2% |
| 1Y | +40.5% | +242.0% | -201.5% | +22.4% |
| 3Y | +183.7% | +36.8% | +146.9% | +150.2% |
| 5Y | +388.3% | -64.3% | +452.6% | +362.7% |
| All | +388.3% | -66.4% | +454.8% | +362.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling