Yes, if you go into your
My Documents/my games/XCOM2/XComGame/SaveData folder, you can see your save files. Identify the save you want by the timestamp, then copy it somewhere else. You can do this while the game is running without issue. If you want to roll back an Ironman save, you need to exit to the main menu before you copy the old save over, or it will automatically overwrite it when you try to load (it saves the ironman campaign, then tries to load the save, which it just overwrote) - but you don't have to quit the game entirely. Quit to menu, copy, then load. It works both in the Geoscape and in the Tactical game mode.