-20.0%
ONON vs IOVA
-59.8%
+39.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -3.0% | +9.7% | -12.7% | -3.9% |
| 30D | -26.7% | +102.5% | -129.2% | -32.7% |
| 3M | -25.3% | +100.7% | -126.0% | -31.9% |
| 6M | -35.3% | +106.3% | -141.6% | -41.8% |
| YTD | -39.8% | +222.0% | -261.8% | -49.3% |
| 1Y | -39.2% | +299.5% | -338.8% | -51.0% |
| 3Y | -4.2% | +42.9% | -47.2% | -23.2% |
| All | -20.0% | -59.8% | +39.7% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling