+17.6%
JD vs IOVA
+6.6%
+11.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.9% |
| 7D | -0.8% | +5.1% | -5.9% | -1.3% |
| 30D | -16.0% | +37.2% | -53.3% | -19.1% |
| 3M | -3.2% | +117.5% | -120.7% | -12.8% |
| 6M | +6.1% | +69.6% | -63.5% | -2.7% |
| YTD | -0.1% | +218.7% | -218.8% | -15.7% |
| 1Y | -12.7% | +265.5% | -278.3% | -28.4% |
| 3Y | -6.3% | +46.2% | -52.5% | -23.5% |
| 5Y | -61.3% | -63.2% | +1.9% | -65.5% |
| 10Y | +17.6% | +6.1% | +11.5% | -5.0% |
| All | +17.6% | +6.6% | +11.0% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling