+59.0%
JD vs IOVA
+29.5%
+29.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.2% | +1.3% |
| 7D | +13.4% | -5.2% | +18.5% | +13.8% |
| 30D | +7.7% | -37.8% | +45.5% | +11.4% |
| 3M | -11.3% | +29.5% | -40.7% | -15.7% |
| 6M | -5.1% | +96.6% | -101.7% | -15.4% |
| YTD | +5.0% | +194.5% | -189.5% | -11.8% |
| 1Y | -5.6% | +248.1% | -253.7% | -22.6% |
| 3Y | +17.8% | +86.1% | -68.3% | -6.7% |
| 5Y | -57.2% | -67.8% | +10.7% | -61.8% |
| 10Y | +34.8% | +38.6% | -3.8% | +0.4% |
| All | +59.0% | +29.5% | +29.5% | +17.7% |
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