+35.7%
COF vs IOVA
-63.3%
+99.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | -12.5% | +19.0% | -31.6% | -15.7% |
| 6M | +8.3% | +112.0% | -103.7% | -2.2% |
| YTD | -18.6% | +184.2% | -202.8% | -29.6% |
| 1Y | -8.6% | +222.0% | -230.6% | -22.1% |
| 3Y | +94.7% | +92.6% | +2.1% | +58.3% |
| All | +35.7% | -63.3% | +99.0% | +19.6% |
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