+116.9%
COF vs IOVA
+36.1%
+80.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -1.5% |
| 7D | -6.1% | -6.4% | +0.4% | -5.6% |
| 30D | -5.2% | +25.4% | -30.6% | -6.9% |
| 3M | +17.0% | +115.3% | -98.3% | +9.2% |
| 6M | +12.9% | +56.5% | -43.6% | +7.3% |
| YTD | -13.5% | +198.2% | -211.7% | -22.6% |
| 1Y | -5.9% | +242.0% | -247.9% | -17.4% |
| All | +116.9% | +36.1% | +80.8% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling