+175.7%
COF vs IOVA
+0.8%
+174.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -3.4% | -3.5% | +0.1% | -3.1% |
| 30D | +0.4% | -45.4% | +45.8% | +4.9% |
| 3M | -12.5% | +19.0% | -31.6% | -16.1% |
| 6M | +8.3% | +112.0% | -103.7% | -3.6% |
| YTD | -18.6% | +184.2% | -202.8% | -30.9% |
| 1Y | -8.6% | +222.0% | -230.6% | -23.7% |
| 3Y | +94.7% | +92.6% | +2.1% | +54.7% |
| 5Y | +35.3% | -63.2% | +98.5% | +19.7% |
| All | +175.7% | +0.8% | +174.9% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling