-62.4%
JD vs IOVA
-63.3%
+0.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | -4.1% | -3.5% | -0.6% | -3.8% |
| 30D | +4.6% | -45.4% | +50.0% | +9.8% |
| 3M | -4.7% | +19.0% | -23.8% | -9.0% |
| 6M | -17.4% | +112.0% | -129.4% | -27.5% |
| YTD | +0.7% | +184.2% | -183.5% | -16.3% |
| 1Y | -5.9% | +222.0% | -227.9% | -23.3% |
| 3Y | +18.9% | +92.6% | -73.7% | -10.9% |
| All | -62.4% | -63.3% | +0.9% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling