+930.2%
ON vs IOVA
-91.6%
+1,021.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.0% |
| 7D | +2.4% | +9.7% | -7.3% | +2.1% |
| 30D | -3.3% | +102.5% | -105.8% | -6.2% |
| 3M | -43.6% | +100.7% | -144.3% | -45.4% |
| 6M | +19.0% | +106.3% | -87.4% | +14.6% |
| YTD | +37.4% | +222.0% | -184.6% | +29.7% |
| 1Y | +54.8% | +299.5% | -244.8% | +44.5% |
| 3Y | -25.2% | +42.9% | -68.1% | -29.3% |
| 5Y | +62.7% | -65.0% | +127.7% | +57.3% |
| 10Y | +574.3% | +10.3% | +564.1% | +535.9% |
| All | +930.2% | -91.6% | +1,021.8% | +883.4% |
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