+10.2%
ORCL vs IOVA
+85.3%
-75.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.6% |
| 7D | -11.2% | -5.2% | -6.0% | -10.8% |
| 30D | -18.8% | -37.8% | +18.9% | -16.7% |
| 3M | -18.8% | +29.5% | -48.2% | -20.3% |
| 6M | -39.7% | +96.6% | -136.3% | -42.7% |
| YTD | -39.6% | +194.5% | -234.1% | -44.4% |
| 1Y | -51.7% | +248.1% | -299.8% | -56.0% |
| 3Y | +10.2% | +86.1% | -75.9% | -1.3% |
| All | +10.2% | +85.3% | -75.0% | -1.3% |
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