+75.5%
OSCR vs IOVA
+299.5%
-224.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +5.8% | +9.7% | -3.9% | +5.7% |
| 30D | +7.1% | +102.5% | -95.4% | +5.5% |
| 3M | +36.7% | +100.7% | -64.0% | +34.2% |
| 6M | +114.3% | +106.3% | +7.9% | +107.6% |
| YTD | +124.4% | +222.0% | -97.6% | +105.1% |
| 1Y | +75.5% | +299.5% | -224.1% | +57.3% |
| All | +75.5% | +299.5% | -224.1% | +57.3% |
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 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