+298.3%
COP vs IOVA
+28.7%
+269.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | -8.4% | +1.9% | -10.3% | -8.6% |
| 30D | +0.3% | -44.1% | +44.4% | +3.2% |
| 3M | +15.1% | +28.9% | -13.8% | +11.3% |
| 6M | +19.8% | +125.7% | -105.9% | +10.1% |
| YTD | +46.8% | +199.3% | -152.5% | +30.1% |
| 1Y | +59.7% | +255.2% | -195.5% | +39.3% |
| 3Y | +28.7% | +106.8% | -78.1% | +7.1% |
| 5Y | +110.7% | -67.1% | +177.8% | +95.6% |
| 10Y | +298.3% | +16.7% | +281.6% | +232.8% |
| All | +298.3% | +28.7% | +269.6% | +232.8% |
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 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