+860.7%
AON vs IOVA
-91.6%
+952.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -9.1% | +9.7% | -18.8% | -9.2% |
| 30D | -10.2% | +102.5% | -112.8% | -11.2% |
| 3M | +0.5% | +100.7% | -100.2% | -0.6% |
| 6M | -4.8% | +106.3% | -111.2% | -6.0% |
| YTD | -8.0% | +222.0% | -230.0% | -9.8% |
| 1Y | -13.1% | +299.5% | -312.6% | -15.1% |
| 3Y | -1.3% | +42.9% | -44.2% | -3.6% |
| 5Y | +14.9% | -65.0% | +79.9% | +13.2% |
| 10Y | +214.9% | +10.3% | +204.6% | +205.1% |
| All | +860.7% | -91.6% | +952.4% | +790.7% |
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 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