-92.7%
IOVA vs COO
+391.1%
-483.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.8% |
| 7D | -5.2% | +4.7% | -9.9% | -7.6% |
| 30D | -37.8% | +13.9% | -51.7% | -42.3% |
| 3M | +29.5% | -14.9% | +44.4% | +38.1% |
| 6M | +96.6% | +2.0% | +94.5% | +88.0% |
| YTD | +194.5% | -23.9% | +218.4% | +228.4% |
| 1Y | +248.1% | -9.6% | +257.7% | +253.1% |
| 3Y | +86.1% | -25.4% | +111.5% | +111.5% |
| 5Y | -67.8% | -41.2% | -26.7% | -60.1% |
| 10Y | +38.6% | +42.1% | -3.5% | +34.3% |
| All | -92.7% | +391.1% | -483.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling