-16.1%
ONDS vs IOVA
-81.6%
+65.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -3.3% | -3.5% | +0.2% | -2.6% |
| 30D | -16.0% | -45.4% | +29.4% | -7.5% |
| 3M | -42.1% | +19.0% | -61.1% | -46.0% |
| 6M | -41.8% | +112.0% | -153.8% | -53.0% |
| YTD | -47.1% | +184.2% | -231.4% | -61.4% |
| 1Y | -21.3% | +222.0% | -243.3% | -44.1% |
| 3Y | +695.1% | +92.6% | +602.5% | +386.9% |
| 5Y | -50.0% | -63.2% | +13.1% | -59.0% |
| All | -16.1% | -81.6% | +65.5% | -19.8% |
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 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