+62.9%
ON vs IOVA
-64.9%
+127.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +2.4% | +9.7% | -7.3% | +1.1% |
| 30D | -3.3% | +102.5% | -105.8% | -13.5% |
| 3M | -43.6% | +100.7% | -144.3% | -49.9% |
| 6M | +19.0% | +106.3% | -87.4% | +3.6% |
| YTD | +37.4% | +222.0% | -184.6% | +10.3% |
| 1Y | +54.8% | +299.5% | -244.8% | +18.2% |
| 3Y | -25.2% | +42.9% | -68.1% | -41.4% |
| All | +62.9% | -64.9% | +127.8% | +43.8% |
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 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