-87.4%
OPEN vs IOVA
-72.6%
-14.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -31.1% | -7.0% | -24.0% | -29.8% |
| 30D | -34.7% | -44.4% | +9.7% | -25.8% |
| 3M | -61.9% | +24.7% | -86.5% | -66.7% |
| 6M | -71.9% | +118.6% | -190.5% | -80.5% |
| YTD | -76.6% | +196.3% | -272.9% | -86.3% |
| 1Y | -83.9% | +205.3% | -289.2% | -90.7% |
| 3Y | -34.4% | +103.8% | -138.2% | -66.4% |
| 5Y | -93.9% | -65.6% | -28.4% | -95.3% |
| All | -87.4% | -72.6% | -14.8% | -89.3% |
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