+152.5%
JPM vs IOVA
-64.1%
+216.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | -1.4% | +31.7% | -33.1% | -2.7% |
| 3M | +13.9% | +117.3% | -103.3% | +9.2% |
| 6M | +23.5% | +55.8% | -32.3% | +19.8% |
| YTD | +11.6% | +208.8% | -197.1% | +4.3% |
| 1Y | +21.4% | +255.7% | -234.3% | +12.0% |
| 3Y | +163.4% | +41.7% | +121.8% | +142.7% |
| 5Y | +152.5% | -64.9% | +217.4% | +143.3% |
| All | +152.5% | -64.1% | +216.7% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling