+314.1%
COPX vs IOVA
+0.8%
+313.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | -2.8% | -3.5% | +0.6% | -2.5% |
| 30D | -14.3% | -45.4% | +31.1% | -10.2% |
| 3M | -19.0% | +19.0% | -38.1% | -21.8% |
| 6M | -24.4% | +112.0% | -136.4% | -32.0% |
| YTD | -3.2% | +184.2% | -187.5% | -16.7% |
| 1Y | +15.2% | +222.0% | -206.8% | -2.4% |
| 3Y | +127.6% | +92.6% | +35.1% | +84.4% |
| 5Y | +106.0% | -63.2% | +169.2% | +84.2% |
| All | +314.1% | +0.8% | +313.3% | +234.3% |
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