+572.1%
ON vs IOVA
+3.8%
+568.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.6% |
| 7D | -4.7% | -6.4% | +1.7% | -3.8% |
| 30D | -13.5% | +25.4% | -38.9% | -16.9% |
| 3M | -36.3% | +115.3% | -151.7% | -45.0% |
| 6M | +17.8% | +56.5% | -38.8% | +5.6% |
| YTD | +29.6% | +198.2% | -168.6% | +2.6% |
| 1Y | +45.8% | +242.0% | -196.2% | +11.0% |
| 3Y | -28.3% | +36.8% | -65.1% | -45.4% |
| 5Y | +49.6% | -64.3% | +113.9% | +30.1% |
| All | +572.1% | +3.8% | +568.3% | +428.1% |
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