-86.9%
OPEN vs IOVA
-72.3%
-14.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -21.7% | +1.9% | -23.5% | -22.5% |
| 30D | -36.5% | -44.1% | +7.6% | -28.0% |
| 3M | -59.5% | +28.9% | -88.4% | -65.0% |
| 6M | -71.9% | +125.7% | -197.5% | -80.7% |
| YTD | -75.8% | +199.3% | -275.1% | -85.8% |
| 1Y | -78.5% | +255.2% | -333.7% | -88.2% |
| 3Y | -30.2% | +106.8% | -137.0% | -64.4% |
| 5Y | -93.3% | -67.1% | -26.2% | -94.7% |
| All | -86.9% | -72.3% | -14.6% | -89.0% |
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