-23.3%
ONON vs IOVA
-61.4%
+38.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.3% |
| 7D | -3.5% | -2.2% | -1.2% | -3.2% |
| 30D | -30.8% | +31.7% | -62.5% | -33.0% |
| 3M | -29.8% | +117.3% | -147.1% | -36.6% |
| 6M | -34.8% | +55.8% | -90.6% | -39.4% |
| YTD | -42.3% | +208.8% | -251.0% | -51.2% |
| 1Y | -39.5% | +255.7% | -295.2% | -50.5% |
| 3Y | -9.3% | +41.7% | -51.0% | -27.4% |
| All | -23.3% | -61.4% | +38.1% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling