+1,038.4%
JCI vs IOVA
-92.7%
+1,131.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.7% | +4.3% | -1.3% |
| 7D | +8.4% | -1.4% | +9.9% | +8.5% |
| 30D | -8.9% | -47.4% | +38.5% | -8.0% |
| 3M | -6.4% | +13.2% | -19.6% | -6.9% |
| 6M | +1.6% | +114.3% | -112.7% | -0.3% |
| YTD | +20.1% | +179.5% | -159.4% | +16.9% |
| 1Y | +17.2% | +200.4% | -183.2% | +13.9% |
| 3Y | +190.7% | +92.2% | +98.5% | +180.9% |
| 5Y | +99.9% | -63.8% | +163.7% | +95.6% |
| 10Y | +301.8% | +0.4% | +301.4% | +286.6% |
| All | +1,038.4% | -92.7% | +1,131.1% | +962.7% |
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 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