+221.6%
JNJ vs IOVA
+0.8%
+220.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +3.5% | -3.5% | +6.9% | +3.5% |
| 30D | +12.5% | -45.4% | +57.9% | +14.1% |
| 3M | +9.6% | +19.0% | -9.4% | +8.1% |
| 6M | +25.3% | +112.0% | -86.7% | +20.8% |
| YTD | +40.3% | +184.2% | -144.0% | +33.2% |
| 1Y | +49.6% | +222.0% | -172.3% | +41.3% |
| 3Y | +110.8% | +92.6% | +18.2% | +95.7% |
| 5Y | +99.1% | -63.2% | +162.3% | +90.7% |
| All | +221.6% | +0.8% | +220.9% | +194.0% |
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