+20.1%
COP vs IOVA
+51.6%
-31.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | +3.0% | +9.7% | -6.7% | +2.7% |
| 30D | +17.5% | +102.5% | -85.0% | +14.9% |
| 3M | +13.4% | +100.7% | -87.3% | +10.7% |
| 6M | +17.7% | +106.3% | -88.6% | +14.5% |
| YTD | +46.6% | +222.0% | -175.4% | +39.6% |
| 1Y | +44.6% | +299.5% | -254.9% | +35.9% |
| All | +20.1% | +51.6% | -31.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling