-5.1%
COST vs IOVA
+244.9%
-250.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | -0.1% |
| 7D | -2.5% | -6.4% | +3.9% | -2.6% |
| 30D | -4.4% | +25.4% | -29.9% | -4.2% |
| 3M | -8.1% | +115.3% | -123.4% | -7.4% |
| 6M | -9.2% | +56.5% | -65.8% | -8.8% |
| YTD | +5.1% | +198.2% | -193.1% | +7.3% |
| 1Y | -5.1% | +242.0% | -247.1% | -2.4% |
| All | -5.1% | +244.9% | -250.0% | -2.4% |
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 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