+246.0%
ORCL vs IOVA
+12.2%
+233.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -6.5% | -8.5% | +2.0% | -6.0% |
| 30D | -16.6% | -44.7% | +28.2% | -13.9% |
| 3M | -21.6% | +26.2% | -47.9% | -23.2% |
| 6M | -39.4% | +123.2% | -162.6% | -43.0% |
| YTD | -38.7% | +196.0% | -234.6% | -43.8% |
| 1Y | -50.4% | +240.9% | -291.3% | -55.0% |
| 3Y | +8.1% | +103.5% | -95.4% | -4.7% |
| 5Y | +34.5% | -65.5% | +100.0% | +26.4% |
| 10Y | +246.0% | +7.0% | +239.0% | +198.0% |
| All | +246.0% | +12.2% | +233.8% | +198.0% |
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