+1,914.1%
COST vs IOVA
-91.6%
+2,005.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -3.1% | +9.7% | -12.9% | -3.2% |
| 30D | -2.8% | +102.5% | -105.3% | -3.5% |
| 3M | -5.7% | +100.7% | -106.4% | -6.4% |
| 6M | -8.8% | +106.3% | -115.1% | -9.6% |
| YTD | +6.7% | +222.0% | -215.3% | +5.2% |
| 1Y | -3.6% | +299.5% | -303.2% | -5.3% |
| 3Y | +75.1% | +42.9% | +32.2% | +72.3% |
| 5Y | +108.9% | -65.0% | +173.9% | +106.6% |
| 10Y | +586.2% | +10.3% | +575.9% | +574.8% |
| All | +1,914.1% | -91.6% | +2,005.8% | +1,878.2% |
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