-8.7%
OSCR vs IOVA
-77.4%
+68.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.3% |
| 7D | +4.7% | -2.2% | +6.9% | +5.1% |
| 30D | +14.8% | +31.7% | -16.9% | +8.9% |
| 3M | +16.7% | +117.3% | -100.6% | -2.5% |
| 6M | +127.5% | +55.8% | +71.7% | +99.2% |
| YTD | +121.0% | +208.8% | -87.8% | +64.1% |
| 1Y | +58.4% | +255.7% | -197.3% | +12.3% |
| 3Y | +392.4% | +41.7% | +350.7% | +232.6% |
| 5Y | +80.5% | -64.9% | +145.4% | +51.4% |
| All | -8.7% | -77.4% | +68.7% | -15.1% |
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