+585.8%
JNJ vs IOVA
-91.6%
+677.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.2% |
| 7D | +2.7% | +9.7% | -7.1% | +2.6% |
| 30D | +7.4% | +102.5% | -95.2% | +6.6% |
| 3M | +21.2% | +100.7% | -79.5% | +20.3% |
| 6M | +13.4% | +106.3% | -92.9% | +12.4% |
| YTD | +35.1% | +222.0% | -186.8% | +33.3% |
| 1Y | +57.4% | +299.5% | -242.1% | +54.9% |
| 3Y | +86.8% | +42.9% | +43.8% | +83.9% |
| 5Y | +80.8% | -65.0% | +145.8% | +78.8% |
| 10Y | +202.7% | +10.3% | +192.5% | +196.6% |
| All | +585.8% | -91.6% | +677.5% | +556.0% |
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 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