+1,306.3%
JPM vs IOVA
-92.7%
+1,399.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | -0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | +3.4% | -47.4% | +50.8% | +4.3% |
| 3M | -5.7% | +13.2% | -18.9% | -6.2% |
| 6M | +13.5% | +114.3% | -100.8% | +11.5% |
| YTD | +8.4% | +179.5% | -171.0% | +5.8% |
| 1Y | +9.1% | +200.4% | -191.3% | +6.2% |
| 3Y | +149.5% | +92.2% | +57.3% | +141.6% |
| 5Y | +132.6% | -63.8% | +196.4% | +127.9% |
| 10Y | +480.0% | +0.4% | +479.7% | +460.3% |
| All | +1,306.3% | -92.7% | +1,399.0% | +1,240.5% |
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 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