+390.5%
ONTO vs IOVA
-61.0%
+451.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.9% | +7.2% | +10.5% |
| 7D | -14.0% | -5.2% | -8.8% | -13.1% |
| 30D | -43.1% | -37.8% | -5.3% | -39.6% |
| 3M | -35.5% | +29.5% | -65.0% | -39.4% |
| 6M | -41.1% | +96.6% | -137.6% | -49.6% |
| YTD | +9.8% | +194.5% | -184.7% | -14.4% |
| 1Y | +31.5% | +248.1% | -216.5% | -1.3% |
| 3Y | +45.2% | +86.1% | -40.9% | +6.0% |
| 5Y | +86.7% | -67.8% | +154.5% | +65.6% |
| All | +390.5% | -61.0% | +451.5% | +315.6% |
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