+2,299.6%
ORLY vs IOVA
-91.7%
+2,391.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | -2.3% | +5.1% | -7.4% | -2.4% |
| 30D | -8.2% | +37.2% | -45.4% | -8.6% |
| 3M | -3.5% | +117.5% | -121.0% | -4.6% |
| 6M | -9.2% | +69.6% | -78.8% | -10.1% |
| YTD | -5.8% | +218.7% | -224.5% | -7.6% |
| 1Y | -19.3% | +265.5% | -284.8% | -21.0% |
| 3Y | +34.4% | +46.2% | -11.8% | +31.4% |
| 5Y | +117.8% | -63.2% | +181.1% | +114.7% |
| 10Y | +356.9% | +6.1% | +350.8% | +342.5% |
| All | +2,299.6% | -91.7% | +2,391.3% | +2,104.4% |
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