+222.9%
OMC vs IOVA
-91.6%
+314.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -6.4% | +9.7% | -16.1% | -6.6% |
| 30D | +1.1% | +102.5% | -101.4% | -0.2% |
| 3M | +10.4% | +100.7% | -90.3% | +8.9% |
| 6M | -1.7% | +106.3% | -108.0% | -3.3% |
| YTD | +4.4% | +222.0% | -217.5% | +1.9% |
| 1Y | +8.4% | +299.5% | -291.1% | +5.3% |
| 3Y | +14.4% | +42.9% | -28.5% | +11.5% |
| 5Y | +33.9% | -65.0% | +98.8% | +31.4% |
| 10Y | +34.9% | +10.3% | +24.6% | +30.6% |
| All | +222.9% | -91.6% | +314.5% | +201.4% |
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