+665.6%
COF vs IOVA
-91.6%
+757.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +1.8% | +9.7% | -7.9% | +1.6% |
| 30D | -0.6% | +102.5% | -103.1% | -2.7% |
| 3M | +20.3% | +100.7% | -80.4% | +17.5% |
| 6M | +13.0% | +106.3% | -93.3% | +10.0% |
| YTD | -8.3% | +222.0% | -230.3% | -12.0% |
| 1Y | -1.5% | +299.5% | -301.0% | -6.2% |
| 3Y | +122.3% | +42.9% | +79.3% | +112.8% |
| 5Y | +52.5% | -65.0% | +117.5% | +48.3% |
| 10Y | +264.9% | +10.3% | +254.6% | +246.5% |
| All | +665.6% | -91.6% | +757.2% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling