+148.8%
COPX vs IOVA
-91.6%
+240.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.7% |
| 7D | -4.0% | +9.7% | -13.7% | -4.3% |
| 30D | +4.5% | +102.5% | -98.0% | +2.0% |
| 3M | +0.8% | +100.7% | -99.9% | -1.8% |
| 6M | +3.2% | +106.3% | -103.2% | +0.2% |
| YTD | +26.7% | +222.0% | -195.3% | +21.1% |
| 1Y | +85.7% | +299.5% | -213.9% | +75.9% |
| 3Y | +151.2% | +42.9% | +108.2% | +139.3% |
| 5Y | +170.0% | -65.0% | +235.0% | +161.8% |
| 10Y | +572.9% | +10.3% | +562.6% | +530.6% |
| All | +148.8% | -91.6% | +240.5% | +112.4% |
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