-60.4%
IOVA vs KMX
-64.6%
+4.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | -3.5% | +3.4% | -6.9% | -4.7% |
| 30D | -45.4% | +6.8% | -52.2% | -47.6% |
| 3M | +19.0% | -11.4% | +30.4% | +23.2% |
| 6M | +112.0% | +43.6% | +68.5% | +79.5% |
| YTD | +184.2% | +37.7% | +146.5% | +136.2% |
| 1Y | +222.0% | +53.0% | +169.0% | +154.2% |
| 3Y | +92.6% | -16.3% | +108.9% | +101.5% |
| All | -60.4% | -64.6% | +4.2% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling