+119.2%
ORLY vs IOVA
-62.2%
+181.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.3% |
| 7D | -2.4% | -2.2% | -0.2% | -2.3% |
| 30D | -6.8% | +27.6% | -34.4% | -7.0% |
| 3M | -4.8% | +117.2% | -121.9% | -5.8% |
| 6M | -9.1% | +77.7% | -86.8% | -9.9% |
| YTD | -5.9% | +215.0% | -220.9% | -7.6% |
| 1Y | -20.4% | +255.4% | -275.8% | -22.1% |
| 3Y | +36.6% | +42.6% | -6.0% | +33.4% |
| All | +119.2% | -62.2% | +181.4% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling