+329.9%
COP vs IOVA
-0.9%
+330.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.7% | +7.3% | +2.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.5% |
| 30D | -0.6% | -47.4% | +46.8% | +2.7% |
| 3M | +10.8% | +13.2% | -2.4% | +8.0% |
| 6M | +19.6% | +114.3% | -94.7% | +10.3% |
| YTD | +52.9% | +179.5% | -126.6% | +36.0% |
| 1Y | +62.2% | +200.4% | -138.2% | +43.1% |
| 3Y | +32.4% | +92.2% | -59.8% | +10.5% |
| 5Y | +129.7% | -63.8% | +193.5% | +109.6% |
| All | +329.9% | -0.9% | +330.8% | +260.3% |
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