+16.7%
IOVA vs COO
+40.7%
-24.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | -0.1% |
| 7D | +1.9% | +4.3% | -2.4% | -1.3% |
| 30D | -44.1% | +17.6% | -61.7% | -50.7% |
| 3M | +28.9% | -13.9% | +42.7% | +39.3% |
| 6M | +125.7% | +6.6% | +119.1% | +104.8% |
| YTD | +199.3% | -22.0% | +221.3% | +240.5% |
| 1Y | +255.2% | -8.8% | +264.0% | +257.7% |
| 3Y | +106.8% | -21.5% | +128.3% | +132.8% |
| 5Y | -67.1% | -41.0% | -26.1% | -56.0% |
| 10Y | +16.7% | +40.9% | -24.2% | -23.6% |
| All | +16.7% | +40.7% | -24.0% | -23.6% |
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