+151.0%
JPM vs IOVA
+107.4%
+43.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -7.0% | +4.5% | -2.3% |
| 30D | +2.7% | -44.4% | +47.2% | +4.2% |
| 3M | -4.7% | +24.7% | -29.3% | -6.4% |
| 6M | +15.6% | +118.6% | -103.1% | +10.2% |
| YTD | +8.6% | +196.3% | -187.7% | +1.5% |
| 1Y | +10.9% | +205.3% | -194.4% | +3.3% |
| All | +151.0% | +107.4% | +43.6% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling