+2.1%
IOVA vs KMX
+9.7%
-7.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -2.2% | -1.9% | -0.3% | -1.4% |
| 30D | +31.7% | +2.6% | +29.1% | +30.3% |
| 3M | +117.3% | +25.6% | +91.7% | +96.4% |
| 6M | +55.8% | +41.9% | +14.0% | +30.8% |
| YTD | +208.8% | +56.0% | +152.8% | +145.3% |
| 1Y | +255.7% | -1.8% | +257.5% | +237.6% |
| 3Y | +41.7% | -25.7% | +67.4% | +53.3% |
| 5Y | -64.9% | -54.7% | -10.2% | -54.9% |
| All | +2.1% | +9.7% | -7.7% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling