+114.3%
IOVA vs COO
+5.1%
+109.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.7% |
| 7D | -1.4% | -2.1% | +0.7% | -1.5% |
| 30D | -47.4% | +13.9% | -61.3% | -47.6% |
| 3M | +13.2% | -18.9% | +32.2% | +9.8% |
| 6M | +114.3% | +3.7% | +110.6% | +115.1% |
| All | +114.3% | +5.1% | +109.3% | +115.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling