-39.2%
ONON vs IOVA
+299.5%
-338.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -3.0% | +9.7% | -12.7% | -2.9% |
| 30D | -26.7% | +102.5% | -129.2% | -26.3% |
| 3M | -25.3% | +100.7% | -126.0% | -24.9% |
| 6M | -35.3% | +106.3% | -141.6% | -35.0% |
| YTD | -39.8% | +222.0% | -261.8% | -38.9% |
| 1Y | -39.2% | +299.5% | -338.8% | -38.2% |
| All | -39.2% | +299.5% | -338.8% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling