+581.4%
ORCL vs IOVA
-91.6%
+673.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +3.1% |
| 7D | +5.3% | +9.7% | -4.5% | +5.1% |
| 30D | +10.0% | +102.5% | -92.6% | +8.6% |
| 3M | -32.6% | +100.7% | -133.3% | -33.5% |
| 6M | +4.9% | +106.3% | -101.4% | +3.3% |
| YTD | -17.8% | +222.0% | -239.7% | -19.6% |
| 1Y | -28.0% | +299.5% | -327.5% | -29.9% |
| 3Y | +36.0% | +42.9% | -6.9% | +32.6% |
| 5Y | +88.7% | -65.0% | +153.7% | +85.4% |
| 10Y | +346.9% | +10.3% | +336.6% | +332.1% |
| All | +581.4% | -91.6% | +673.0% | +535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling