-21.7%
ONON vs IOVA
-60.6%
+38.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -11.6% | +27.6% | -39.2% | -14.1% |
| 3M | -30.1% | +117.2% | -147.3% | -36.8% |
| 6M | -30.5% | +77.7% | -108.2% | -36.4% |
| YTD | -41.0% | +215.0% | -256.0% | -50.2% |
| 1Y | -36.7% | +255.4% | -292.1% | -48.2% |
| 3Y | -8.6% | +42.6% | -51.2% | -26.8% |
| All | -21.7% | -60.6% | +38.9% | -23.9% |
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