+46.2%
IOVA vs KMX
-25.6%
+71.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.5% |
| 7D | +5.1% | -0.7% | +5.8% | +5.3% |
| 30D | +37.2% | +4.1% | +33.1% | +35.3% |
| 3M | +117.5% | +27.5% | +90.0% | +100.3% |
| 6M | +69.6% | +43.6% | +26.0% | +46.9% |
| YTD | +218.7% | +56.8% | +161.9% | +163.5% |
| 1Y | +265.5% | -1.3% | +266.9% | +284.1% |
| 3Y | +46.2% | -25.4% | +71.6% | +43.3% |
| All | +46.2% | -25.6% | +71.8% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling