+104.8%
COST vs IOVA
-65.3%
+170.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -5.3% | +31.7% | -37.0% | -6.1% |
| 3M | -6.7% | +117.3% | -123.9% | -9.2% |
| 6M | -9.9% | +55.8% | -65.8% | -11.7% |
| YTD | +5.1% | +208.8% | -203.7% | +0.5% |
| 1Y | -7.3% | +255.7% | -263.0% | -12.2% |
| 3Y | +70.4% | +41.7% | +28.7% | +59.8% |
| All | +104.8% | -65.3% | +170.0% | +96.1% |
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