+523.3%
ON vs IOVA
+0.8%
+522.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.9% |
| 7D | +12.2% | -3.5% | +15.7% | +12.8% |
| 30D | -3.1% | -45.4% | +42.3% | +4.5% |
| 3M | -12.9% | +19.0% | -31.9% | -17.9% |
| 6M | -38.6% | +112.0% | -150.6% | -48.5% |
| YTD | +31.2% | +184.2% | -153.0% | +1.7% |
| 1Y | +47.6% | +222.0% | -174.3% | +11.4% |
| 3Y | +6.6% | +92.6% | -85.9% | -24.7% |
| 5Y | +21.3% | -63.2% | +84.4% | +2.3% |
| All | +523.3% | +0.8% | +522.6% | +332.1% |
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