+32.3%
OMC vs IOVA
+4.5%
+27.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.3% |
| 7D | -4.2% | -2.2% | -2.0% | -4.1% |
| 30D | -7.5% | +31.7% | -39.2% | -9.2% |
| 3M | +4.6% | +117.3% | -112.6% | -1.2% |
| 6M | -4.8% | +55.8% | -60.7% | -8.8% |
| YTD | -1.0% | +208.8% | -209.8% | -9.7% |
| 1Y | +3.8% | +255.7% | -251.9% | -6.7% |
| 3Y | +10.2% | +41.7% | -31.5% | -0.6% |
| 5Y | +29.7% | -64.9% | +94.6% | +21.3% |
| 10Y | +32.3% | +6.3% | +26.0% | +22.6% |
| All | +32.3% | +4.5% | +27.8% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling