+17.8%
JD vs IOVA
+85.3%
-67.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.2% | +1.4% |
| 7D | +13.4% | -5.2% | +18.5% | +13.6% |
| 30D | +7.7% | -37.8% | +45.5% | +10.2% |
| 3M | -11.3% | +29.5% | -40.7% | -14.5% |
| 6M | -5.1% | +96.6% | -101.7% | -12.8% |
| YTD | +5.0% | +194.5% | -189.5% | -7.8% |
| 1Y | -5.6% | +248.1% | -253.7% | -18.7% |
| 3Y | +17.8% | +86.1% | -68.3% | -4.4% |
| All | +17.8% | +85.3% | -67.5% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling