+30.4%
OMC vs IOVA
+103.0%
-72.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +6.8% | -8.5% | +15.3% | +7.3% |
| 30D | +16.2% | -44.7% | +60.9% | +19.2% |
| 3M | +6.0% | +26.2% | -20.2% | +2.2% |
| 6M | +17.7% | +123.2% | -105.5% | +7.4% |
| YTD | +13.5% | +196.0% | -182.5% | -0.2% |
| 1Y | +27.2% | +240.9% | -213.7% | +10.2% |
| 3Y | +30.4% | +103.5% | -73.1% | +3.8% |
| All | +30.4% | +103.0% | -72.6% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling