-92.0%
IOVA vs COO
+448.0%
-540.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.8% |
| 7D | +9.7% | -2.2% | +12.0% | +11.0% |
| 30D | +102.5% | -7.0% | +109.5% | +109.1% |
| 3M | +100.7% | +12.2% | +88.5% | +86.3% |
| 6M | +106.3% | -15.1% | +121.5% | +121.6% |
| YTD | +222.0% | -15.1% | +237.1% | +245.1% |
| 1Y | +299.5% | +2.3% | +297.2% | +286.6% |
| 3Y | +42.9% | -23.7% | +66.6% | +62.6% |
| 5Y | -65.0% | -38.9% | -26.1% | -57.0% |
| 10Y | +10.3% | +49.9% | -39.6% | +3.5% |
| All | -92.0% | +448.0% | -540.0% | -91.4% |
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