-1.5%
IOVA vs KMX
+10.2%
-11.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -6.4% | -3.4% | -3.1% | -5.1% |
| 30D | +25.4% | +4.0% | +21.4% | +23.4% |
| 3M | +115.3% | +24.8% | +90.6% | +95.2% |
| 6M | +56.5% | +43.6% | +12.9% | +30.6% |
| YTD | +198.2% | +56.6% | +141.5% | +136.5% |
| 1Y | +242.0% | +2.2% | +239.8% | +218.2% |
| 3Y | +36.8% | -25.4% | +62.3% | +47.8% |
| 5Y | -64.3% | -55.0% | -9.2% | -53.9% |
| All | -1.5% | +10.2% | -11.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KMX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling