+1,363.9%
JPM vs IOVA
-91.6%
+1,455.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.0% |
| 7D | +0.3% | +9.7% | -9.5% | +0.1% |
| 30D | -0.2% | +102.5% | -102.7% | -1.4% |
| 3M | +15.9% | +100.7% | -84.8% | +14.3% |
| 6M | +20.9% | +106.3% | -85.4% | +19.1% |
| YTD | +12.9% | +222.0% | -209.1% | +10.2% |
| 1Y | +20.3% | +299.5% | -279.2% | +16.9% |
| 3Y | +160.9% | +42.9% | +118.0% | +154.1% |
| 5Y | +154.8% | -65.0% | +219.8% | +150.3% |
| 10Y | +591.1% | +10.3% | +580.8% | +568.2% |
| All | +1,363.9% | -91.6% | +1,455.5% | +1,296.5% |
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