+6.1%
IOVA vs COO
+43.7%
-37.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.9% |
| 7D | +5.1% | -2.3% | +7.4% | +6.8% |
| 30D | +37.2% | -8.8% | +46.0% | +46.0% |
| 3M | +117.5% | +1.3% | +116.2% | +112.1% |
| 6M | +69.6% | -11.6% | +81.2% | +82.2% |
| YTD | +218.7% | -17.4% | +236.1% | +257.1% |
| 1Y | +265.5% | -1.6% | +267.1% | +256.7% |
| 3Y | +46.2% | -22.6% | +68.9% | +70.8% |
| 5Y | -63.2% | -40.3% | -22.9% | -50.1% |
| 10Y | +6.1% | +45.2% | -39.1% | -31.5% |
| All | +6.1% | +43.7% | -37.6% | -31.5% |
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