+674.8%
JHX vs IOVA
-91.7%
+766.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +4.5% | +5.1% | -0.6% | +4.4% |
| 30D | -1.2% | +37.2% | -38.4% | -2.1% |
| 3M | +32.8% | +117.5% | -84.7% | +29.7% |
| 6M | +41.2% | +69.6% | -28.4% | +38.5% |
| YTD | +43.9% | +218.7% | -174.8% | +38.7% |
| 1Y | +48.0% | +265.5% | -217.5% | +41.8% |
| 3Y | +1.2% | +46.2% | -45.0% | -2.8% |
| 5Y | -22.6% | -63.2% | +40.6% | -24.6% |
| 10Y | +111.5% | +6.1% | +105.4% | +100.8% |
| All | +674.8% | -91.7% | +766.5% | +574.6% |
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