+48.2%
OVV vs IOVA
+44.8%
+3.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.8% |
| 7D | +0.3% | +9.7% | -9.5% | -0.2% |
| 30D | +11.7% | +102.5% | -90.8% | +7.3% |
| 3M | +9.8% | +100.7% | -90.9% | +5.2% |
| 6M | +26.6% | +106.3% | -79.8% | +20.5% |
| YTD | +67.0% | +222.0% | -155.0% | +54.1% |
| 1Y | +55.9% | +299.5% | -243.6% | +41.0% |
| All | +48.2% | +44.8% | +3.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling