+11.9%
COST vs IOVA
+362.8%
-350.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.1% | +2.6% |
| 7D | +6.6% | -41.3% | +47.9% | +5.9% |
| 30D | +13.5% | -38.5% | +52.0% | +12.8% |
| 3M | +10.6% | +99.5% | -89.0% | +11.0% |
| 6M | +3.6% | +126.0% | -122.3% | +4.3% |
| YTD | +22.1% | +218.7% | -196.6% | +24.1% |
| 1Y | +11.9% | +378.0% | -366.1% | +16.0% |
| All | +11.9% | +362.8% | -350.9% | +16.0% |
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 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