-6.4%
JD vs IOVA
+237.6%
-244.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.5% |
| 7D | +7.9% | +1.9% | +6.0% | +7.8% |
| 30D | +4.8% | -44.1% | +48.9% | +6.1% |
| 3M | -13.9% | +28.9% | -42.8% | -15.8% |
| 6M | -5.8% | +125.7% | -131.5% | -11.0% |
| YTD | +2.4% | +199.3% | -196.9% | -5.0% |
| All | -6.4% | +237.6% | -244.0% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling