+26.6%
ONON vs IOVA
+99.0%
-72.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | -10.0% | -3.5% | -6.5% | -9.8% |
| 30D | -5.3% | -45.4% | +40.1% | -3.1% |
| 3M | +6.5% | +19.0% | -12.6% | +3.6% |
| 6M | -5.0% | +112.0% | -117.0% | -11.9% |
| YTD | -27.6% | +184.2% | -211.9% | -35.2% |
| 1Y | -20.7% | +222.0% | -242.7% | -29.9% |
| 3Y | +26.6% | +92.6% | -65.9% | +8.5% |
| All | +26.6% | +99.0% | -72.4% | +8.5% |
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