+105.1%
OSCR vs IOVA
+362.8%
-257.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.0% | +8.6% |
| 7D | +15.5% | -41.3% | +56.7% | +15.0% |
| 30D | +8.5% | -38.5% | +47.1% | +8.2% |
| 3M | +15.8% | +99.5% | -83.7% | +18.4% |
| 6M | +89.5% | +126.0% | -36.5% | +91.8% |
| YTD | +144.9% | +218.7% | -73.8% | +143.8% |
| 1Y | +105.1% | +378.0% | -273.0% | +85.2% |
| All | +105.1% | +362.8% | -257.7% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling