+190.4%
COPX vs IOVA
-63.0%
+253.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.2% |
| 7D | +5.8% | +5.1% | +0.7% | +5.4% |
| 30D | +7.2% | +37.2% | -30.0% | +4.5% |
| 3M | +16.5% | +117.5% | -101.0% | +8.4% |
| 6M | +18.4% | +69.6% | -51.1% | +11.7% |
| YTD | +31.9% | +218.7% | -186.8% | +17.4% |
| 1Y | +88.5% | +265.5% | -177.1% | +64.7% |
| 3Y | +173.1% | +46.2% | +126.9% | +139.0% |
| All | +190.4% | -63.0% | +253.4% | +173.0% |
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