+89.3%
IOVA vs COO
-24.6%
+113.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.0% |
| 7D | -1.4% | -2.1% | +0.7% | -0.2% |
| 30D | -47.4% | +13.9% | -61.3% | -52.2% |
| 3M | +13.2% | -18.9% | +32.2% | +28.2% |
| 6M | +114.3% | +3.7% | +110.6% | +96.6% |
| YTD | +179.5% | -24.1% | +203.6% | +229.9% |
| 1Y | +200.4% | -14.2% | +214.6% | +216.0% |
| All | +89.3% | -24.6% | +113.9% | +79.7% |
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