+6.4%
IOVA vs COO
+40.2%
-33.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | -7.0% | -2.3% | -4.7% | -5.5% |
| 30D | -44.4% | +13.3% | -57.7% | -49.7% |
| 3M | +24.7% | -18.1% | +42.7% | +39.6% |
| 6M | +118.6% | +6.7% | +112.0% | +98.0% |
| YTD | +196.3% | -23.2% | +219.6% | +240.9% |
| 1Y | +205.3% | -12.3% | +217.6% | +215.9% |
| 3Y | +103.8% | -23.6% | +127.3% | +133.6% |
| 5Y | -65.6% | -38.7% | -26.9% | -55.2% |
| 10Y | +6.4% | +42.2% | -35.8% | -32.1% |
| All | +6.4% | +40.2% | -33.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling