+565.8%
COPX vs IOVA
+3.8%
+562.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.4% | -3.6% | -6.7% |
| 7D | -2.9% | -6.4% | +3.5% | -2.3% |
| 30D | 0.0% | +25.4% | -25.4% | -2.4% |
| 3M | +14.8% | +115.3% | -100.5% | +4.9% |
| 6M | +7.0% | +56.5% | -49.5% | +0.1% |
| YTD | +23.8% | +198.2% | -174.3% | +7.5% |
| 1Y | +75.7% | +242.0% | -166.3% | +49.1% |
| 3Y | +156.4% | +36.8% | +119.6% | +116.5% |
| 5Y | +167.6% | -64.3% | +231.8% | +143.2% |
| All | +565.8% | +3.8% | +562.0% | +425.1% |
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