+45.4%
COF vs IOVA
-66.4%
+111.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -1.5% |
| 7D | -6.1% | -6.4% | +0.4% | -5.5% |
| 30D | -5.2% | +25.4% | -30.6% | -7.3% |
| 3M | +17.0% | +115.3% | -98.3% | +7.6% |
| 6M | +12.9% | +56.5% | -43.6% | +6.2% |
| YTD | -13.5% | +198.2% | -211.7% | -24.3% |
| 1Y | -5.9% | +242.0% | -247.9% | -19.4% |
| 3Y | +117.1% | +36.8% | +80.3% | +85.0% |
| 5Y | +45.4% | -64.3% | +109.6% | +34.7% |
| All | +45.4% | -66.4% | +111.8% | +34.7% |
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