-5.3%
JHX vs IOVA
+36.1%
-41.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.3% |
| 7D | -4.9% | -6.4% | +1.6% | -4.4% |
| 30D | -9.3% | +25.4% | -34.7% | -10.8% |
| 3M | +28.1% | +115.3% | -87.3% | +20.2% |
| 6M | +35.2% | +56.5% | -21.3% | +29.0% |
| YTD | +35.9% | +198.2% | -162.3% | +23.0% |
| 1Y | +42.5% | +242.0% | -199.5% | +26.9% |
| All | -5.3% | +36.1% | -41.5% | -19.8% |
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