+695.1%
ONDS vs IOVA
+99.0%
+596.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | -3.3% | -3.5% | +0.2% | -2.8% |
| 30D | -16.0% | -45.4% | +29.4% | -10.4% |
| 3M | -42.1% | +19.0% | -61.1% | -44.7% |
| 6M | -41.8% | +112.0% | -153.8% | -49.4% |
| YTD | -47.1% | +184.2% | -231.4% | -57.3% |
| 1Y | -21.3% | +222.0% | -243.3% | -37.8% |
| 3Y | +695.1% | +92.6% | +602.5% | +437.1% |
| All | +695.1% | +99.0% | +596.1% | +437.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling