+1,925.6%
JBL vs IOVA
-92.6%
+2,018.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.2% |
| 7D | +6.3% | -3.5% | +9.8% | +6.4% |
| 30D | -13.5% | -45.4% | +31.9% | -12.3% |
| 3M | -31.3% | +19.0% | -50.4% | -32.0% |
| 6M | -28.4% | +112.0% | -140.5% | -30.5% |
| YTD | +11.6% | +184.2% | -172.7% | +7.0% |
| 1Y | +26.1% | +222.0% | -195.9% | +20.5% |
| 3Y | +97.4% | +92.6% | +4.8% | +87.4% |
| 5Y | +301.0% | -63.2% | +364.2% | +288.7% |
| 10Y | +1,151.1% | +2.1% | +1,149.0% | +1,085.5% |
| All | +1,925.6% | -92.6% | +2,018.2% | +1,747.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling