-36.7%
ONON vs IOVA
+259.8%
-296.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +2.1% |
| 7D | -2.1% | -2.2% | +0.1% | -2.1% |
| 30D | -11.6% | +27.6% | -39.2% | -11.4% |
| 3M | -30.1% | +117.2% | -147.3% | -29.8% |
| 6M | -30.5% | +77.7% | -108.2% | -30.6% |
| YTD | -41.0% | +215.0% | -256.0% | -40.3% |
| 1Y | -36.7% | +255.4% | -292.1% | -34.4% |
| All | -36.7% | +259.8% | -296.5% | -34.4% |
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 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