+161.6%
OXY vs IOVA
-64.1%
+225.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.2% |
| 7D | +0.6% | -2.2% | +2.8% | +0.7% |
| 30D | +4.5% | +31.7% | -27.2% | +3.4% |
| 3M | +8.9% | +117.3% | -108.4% | +5.4% |
| 6M | +12.5% | +55.8% | -43.4% | +9.9% |
| YTD | +50.5% | +208.8% | -158.3% | +42.1% |
| 1Y | +38.6% | +255.7% | -217.1% | +29.5% |
| 3Y | -1.2% | +41.7% | -42.9% | -7.7% |
| 5Y | +161.6% | -64.9% | +226.5% | +173.8% |
| All | +161.6% | -64.1% | +225.8% | +173.8% |
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