+14.2%
OMC vs IOVA
+50.0%
-35.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.8% | +5.1% | -10.8% | -6.1% |
| 30D | -4.8% | +37.2% | -42.0% | -7.0% |
| 3M | +9.2% | +117.5% | -108.3% | +2.2% |
| 6M | -2.5% | +69.6% | -72.1% | -7.6% |
| YTD | +2.6% | +218.7% | -216.1% | -8.1% |
| 1Y | +5.9% | +265.5% | -259.6% | -6.8% |
| 3Y | +14.2% | +46.2% | -32.0% | -1.8% |
| All | +14.2% | +50.0% | -35.8% | -1.8% |
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