-93.1%
IOVA vs KMX
+76.6%
-169.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -4.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.5% |
| 30D | -47.4% | +3.5% | -50.9% | -49.0% |
| 3M | +13.2% | -10.4% | +23.6% | +17.0% |
| 6M | +114.3% | +37.6% | +76.7% | +79.7% |
| YTD | +179.5% | +36.1% | +143.4% | +127.5% |
| 1Y | +200.4% | +52.8% | +147.6% | +130.0% |
| 3Y | +92.2% | -17.0% | +109.2% | +92.2% |
| 5Y | -63.8% | -64.7% | +0.9% | -47.8% |
| 10Y | +0.4% | -4.0% | +4.4% | -25.3% |
| All | -93.1% | +76.6% | -169.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling