In short because of his faith in God.
However, there's a deeper aspect to Job's perseverance. His faith in God demonstrates the meaning and purpose that life retains even through the worst of circumstances. A purely sensual man see's no purpose in life when sensual pleasures are removed. However, for the believer, sensual pleasures come and go ("God gives and God takes away" as Job says). In this manner, Job perserveres in faith and has what is lost restored many times over.
It seems to me that within the enigmatic and often confusing story of Job, we find the answer to the problem of human suffering. It seems to me that the real reward for Job is not the subsequent restoral of his temporal riches, but the wisdom and humility gained through being completely separated from them. Many times in our lives, humility only comes after we have been humiliated. This imposing as it is, of humility teaches us that ultimately, it's not temporal comforts and pleasures but God whom we should seek for happiness. This becomes ever more clear when we are stripped (even partially) of our temporal comforts.