GEOT-3643, support for external overviews (.ovr) has been added on GeoTiff reader.
It would be great to have such a support for other raster plugins too (where this is possible).
As an instance, JPEG doesn't allow to create overviews within the file. An user could like to add them as external .ovr through GDAL. We could then support through a World Image Reader such a JPEG with external overviews.