+242.0%
COF vs IOVA
+9.7%
+232.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | 0.0% |
| 7D | -5.1% | -2.2% | -3.0% | -5.0% |
| 30D | -6.0% | +27.6% | -33.6% | -8.6% |
| 3M | +14.8% | +117.2% | -102.3% | +4.3% |
| 6M | +15.3% | +77.7% | -62.4% | +6.1% |
| YTD | -13.0% | +215.0% | -228.1% | -25.5% |
| 1Y | -5.7% | +255.4% | -261.1% | -21.2% |
| 3Y | +118.1% | +42.6% | +75.5% | +81.5% |
| 5Y | +46.2% | -62.2% | +108.5% | +31.4% |
| All | +242.0% | +9.7% | +232.3% | +168.4% |
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