+15.4%
OXY vs IOVA
-91.6%
+107.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.0% |
| 7D | +1.6% | +9.7% | -8.1% | +1.4% |
| 30D | +11.6% | +102.5% | -91.0% | +9.8% |
| 3M | +2.8% | +100.7% | -97.9% | +1.1% |
| 6M | +13.0% | +106.3% | -93.3% | +10.8% |
| YTD | +47.4% | +222.0% | -174.6% | +42.9% |
| 1Y | +31.5% | +299.5% | -268.1% | +26.6% |
| 3Y | -1.9% | +42.9% | -44.9% | -5.3% |
| 5Y | +148.0% | -65.0% | +212.9% | +142.4% |
| 10Y | +2.3% | +10.3% | -8.0% | -1.7% |
| All | +15.4% | -91.6% | +107.0% | +7.5% |
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