+113.0%
COP vs IOVA
-67.9%
+180.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.5% |
| 7D | -11.5% | -5.2% | -6.3% | -11.4% |
| 30D | +5.0% | -37.8% | +42.7% | +5.8% |
| 3M | +17.5% | +29.5% | -12.0% | +15.7% |
| 6M | +16.2% | +96.6% | -80.3% | +12.6% |
| YTD | +48.8% | +194.5% | -145.7% | +41.1% |
| 1Y | +64.1% | +248.1% | -184.0% | +54.4% |
| 3Y | +25.7% | +86.1% | -60.4% | +17.2% |
| All | +113.0% | -67.9% | +180.9% | +110.9% |
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