+51.6%
IOVA vs COO
-22.0%
+73.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +2.1% |
| 7D | +9.7% | -2.2% | +12.0% | +11.5% |
| 30D | +102.5% | -7.0% | +109.5% | +111.7% |
| 3M | +100.7% | +12.2% | +88.5% | +78.8% |
| 6M | +106.3% | -15.1% | +121.5% | +130.9% |
| YTD | +222.0% | -15.1% | +237.1% | +258.9% |
| 1Y | +299.5% | +2.3% | +297.2% | +274.1% |
| All | +51.6% | -22.0% | +73.6% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling