+115.0%
JCI vs IOVA
-63.5%
+178.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +5.1% | +5.1% | 0.0% | +4.8% |
| 30D | -3.8% | +37.2% | -41.1% | -5.7% |
| 3M | +1.9% | +117.5% | -115.6% | -3.4% |
| 6M | +11.2% | +69.6% | -58.4% | +6.4% |
| YTD | +22.9% | +218.7% | -195.7% | +12.4% |
| 1Y | +37.4% | +265.5% | -228.2% | +23.6% |
| 3Y | +167.8% | +46.2% | +121.6% | +140.0% |
| 5Y | +115.0% | -63.2% | +178.3% | +97.2% |
| All | +115.0% | -63.5% | +178.6% | +97.2% |
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