+71.5%
COPX vs IOVA
+259.8%
-188.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.7% | -0.5% |
| 7D | -2.3% | -2.2% | -0.2% | -2.2% |
| 30D | +0.3% | +27.6% | -27.3% | -1.7% |
| 3M | +6.8% | +117.2% | -110.4% | -0.3% |
| 6M | +7.9% | +77.7% | -69.7% | +1.9% |
| YTD | +23.7% | +215.0% | -191.3% | +9.1% |
| 1Y | +71.5% | +255.4% | -183.8% | +51.2% |
| All | +71.5% | +259.8% | -188.3% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling