+38.3%
OVV vs IOVA
+85.3%
-47.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.8% |
| 7D | -16.7% | -5.2% | -11.5% | -16.5% |
| 30D | -1.5% | -37.8% | +36.3% | +0.1% |
| 3M | +1.6% | +29.5% | -27.9% | -1.4% |
| 6M | +2.0% | +96.6% | -94.5% | -4.0% |
| YTD | +56.8% | +194.5% | -137.7% | +42.2% |
| 1Y | +64.8% | +248.1% | -183.2% | +47.3% |
| 3Y | +38.3% | +86.1% | -47.8% | +12.4% |
| All | +38.3% | +85.3% | -47.0% | +12.4% |
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