+270.3%
ORCL vs IOVA
+0.8%
+269.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +8.0% | -3.5% | +11.4% | +8.2% |
| 30D | -4.0% | -45.4% | +41.4% | -0.8% |
| 3M | -19.5% | +19.0% | -38.5% | -20.8% |
| 6M | -33.5% | +112.0% | -145.5% | -37.3% |
| YTD | -34.8% | +184.2% | -219.1% | -40.1% |
| 1Y | -41.6% | +222.0% | -263.6% | -46.9% |
| 3Y | +13.8% | +92.6% | -78.8% | +0.6% |
| 5Y | +43.4% | -63.2% | +106.6% | +34.1% |
| All | +270.3% | +0.8% | +269.5% | +219.7% |
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