+8.0%
AON vs IOVA
-64.1%
+72.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.5% |
| 7D | -7.9% | -2.2% | -5.7% | -7.9% |
| 30D | -14.6% | +31.7% | -46.4% | -15.1% |
| 3M | -7.9% | +117.3% | -125.2% | -9.4% |
| 6M | -8.0% | +55.8% | -63.8% | -9.1% |
| YTD | -13.2% | +208.8% | -222.0% | -15.6% |
| 1Y | -16.4% | +255.7% | -272.1% | -19.2% |
| 3Y | -6.7% | +41.7% | -48.3% | -10.6% |
| 5Y | +8.0% | -64.9% | +72.9% | +5.7% |
| All | +8.0% | -64.1% | +72.2% | +5.7% |
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