+51.7%
OMC vs IOVA
+5.1%
+46.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | -7.0% | +8.6% | +1.9% |
| 30D | +15.3% | -44.4% | +59.8% | +18.2% |
| 3M | +4.5% | +24.7% | -20.2% | +1.5% |
| 6M | +20.8% | +118.6% | -97.9% | +12.2% |
| YTD | +13.5% | +196.3% | -182.8% | +2.4% |
| 1Y | +25.2% | +205.3% | -180.0% | +12.5% |
| 3Y | +30.5% | +103.8% | -73.3% | +14.2% |
| 5Y | +52.7% | -65.6% | +118.2% | +41.1% |
| All | +51.7% | +5.1% | +46.7% | +35.9% |
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