+91.5%
OSCR vs IOVA
-62.2%
+153.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -0.4% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | +10.7% | +27.6% | -16.9% | +5.6% |
| 3M | +13.4% | +117.2% | -103.8% | -4.9% |
| 6M | +144.6% | +77.7% | +66.9% | +109.5% |
| YTD | +128.0% | +215.0% | -87.0% | +69.5% |
| 1Y | +68.7% | +255.4% | -186.7% | +20.3% |
| 3Y | +398.8% | +42.6% | +356.2% | +235.8% |
| All | +91.5% | -62.2% | +153.7% | +53.8% |
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