+101.6%
JHX vs IOVA
+9.7%
+91.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.6% |
| 7D | -6.3% | -2.2% | -4.2% | -6.2% |
| 30D | -7.7% | +27.6% | -35.3% | -9.7% |
| 3M | +19.2% | +117.2% | -98.0% | +10.6% |
| 6M | +38.3% | +77.7% | -39.4% | +29.7% |
| YTD | +37.2% | +215.0% | -177.8% | +21.8% |
| 1Y | +42.3% | +255.4% | -213.1% | +23.9% |
| 3Y | -4.4% | +42.6% | -47.0% | -16.7% |
| 5Y | -26.4% | -62.2% | +35.9% | -32.5% |
| All | +101.6% | +9.7% | +91.9% | +83.4% |
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 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