+414.7%
COP vs IOVA
-92.3%
+507.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.7% | -7.0% | +7.7% | +0.8% |
| 30D | +0.2% | -44.4% | +44.7% | +1.1% |
| 3M | +10.2% | +24.7% | -14.4% | +9.3% |
| 6M | +20.1% | +118.6% | -98.5% | +17.4% |
| YTD | +50.5% | +196.3% | -145.8% | +45.6% |
| 1Y | +56.8% | +205.3% | -148.5% | +51.5% |
| 3Y | +30.3% | +103.8% | -73.5% | +24.7% |
| 5Y | +126.8% | -65.6% | +192.4% | +121.0% |
| 10Y | +325.0% | +6.4% | +318.5% | +306.2% |
| All | +414.7% | -92.3% | +507.0% | +370.8% |
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