+864.1%
ON vs IOVA
-92.3%
+956.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -4.1% | -8.5% | +4.4% | -3.8% |
| 30D | -10.2% | -44.7% | +34.5% | -8.5% |
| 3M | -12.7% | +26.2% | -39.0% | -14.1% |
| 6M | -32.5% | +123.2% | -155.8% | -35.4% |
| YTD | +28.6% | +196.0% | -167.4% | +21.1% |
| 1Y | +43.4% | +240.9% | -197.5% | +34.2% |
| 3Y | +3.3% | +103.5% | -100.2% | -3.7% |
| 5Y | +22.5% | -65.5% | +88.0% | +18.0% |
| 10Y | +535.7% | +7.0% | +528.7% | +497.8% |
| All | +864.1% | -92.3% | +956.4% | +818.1% |
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 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