-27.1%
JHX vs IOVA
-66.4%
+39.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.2% |
| 7D | -4.9% | -6.4% | +1.6% | -4.4% |
| 30D | -9.3% | +25.4% | -34.7% | -11.0% |
| 3M | +28.1% | +115.3% | -87.3% | +19.0% |
| 6M | +35.2% | +56.5% | -21.3% | +28.1% |
| YTD | +35.9% | +198.2% | -162.3% | +21.2% |
| 1Y | +42.5% | +242.0% | -199.5% | +24.5% |
| 3Y | -4.5% | +36.8% | -41.3% | -16.8% |
| 5Y | -27.1% | -64.3% | +37.2% | -35.1% |
| All | -27.1% | -66.4% | +39.3% | -35.1% |
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