+1,054.3%
JCI vs IOVA
-91.6%
+1,145.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.9% |
| 7D | +3.8% | +9.7% | -5.9% | +3.7% |
| 30D | -5.7% | +102.5% | -108.2% | -7.0% |
| 3M | -1.4% | +100.7% | -102.1% | -2.9% |
| 6M | +4.1% | +106.3% | -102.2% | +2.3% |
| YTD | +21.7% | +222.0% | -200.2% | +18.6% |
| 1Y | +36.1% | +299.5% | -263.4% | +31.8% |
| 3Y | +154.4% | +42.9% | +111.5% | +147.2% |
| 5Y | +112.0% | -65.0% | +177.0% | +107.8% |
| 10Y | +322.2% | +10.3% | +311.9% | +306.4% |
| All | +1,054.3% | -91.6% | +1,145.9% | +977.6% |
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 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