+196.5%
JNJ vs IOVA
+4.5%
+192.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -3.0% | -2.2% | -0.7% | -2.9% |
| 30D | +2.5% | +31.7% | -29.2% | +1.5% |
| 3M | +13.2% | +117.3% | -104.0% | +9.8% |
| 6M | +11.3% | +55.8% | -44.5% | +8.8% |
| YTD | +31.1% | +208.8% | -177.7% | +24.9% |
| 1Y | +54.3% | +255.7% | -201.4% | +45.7% |
| 3Y | +81.1% | +41.7% | +39.5% | +70.4% |
| 5Y | +82.7% | -64.9% | +147.6% | +76.4% |
| 10Y | +196.5% | +6.3% | +190.2% | +169.5% |
| All | +196.5% | +4.5% | +192.0% | +169.5% |
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