+122.8%
COST vs IOVA
-66.8%
+189.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +14.6% | -47.4% | +62.0% | +15.9% |
| 3M | +15.2% | +13.2% | +2.0% | +13.8% |
| 6M | +7.2% | +114.3% | -107.1% | +3.4% |
| YTD | +27.4% | +179.5% | -152.1% | +21.1% |
| 1Y | +20.2% | +200.4% | -180.2% | +13.8% |
| 3Y | +96.9% | +92.2% | +4.7% | +79.9% |
| 5Y | +122.8% | -63.8% | +186.6% | +116.6% |
| All | +122.8% | -66.8% | +189.6% | +116.6% |
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