+7.8%
ON vs IOVA
-67.9%
+75.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | 0.0% |
| 7D | -11.7% | -5.2% | -6.5% | -11.0% |
| 30D | -23.3% | -37.8% | +14.5% | -19.5% |
| 3M | -19.2% | +29.5% | -48.6% | -24.2% |
| 6M | -40.1% | +96.6% | -136.7% | -48.2% |
| YTD | +16.9% | +194.5% | -177.6% | -7.3% |
| 1Y | +29.7% | +248.1% | -218.3% | -0.5% |
| 3Y | -4.4% | +86.1% | -90.5% | -29.8% |
| All | +7.8% | -67.9% | +75.7% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling