-92.0%
IOVA vs KMX
+112.5%
-204.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | +9.7% | +1.9% | +7.8% | +8.8% |
| 30D | +102.5% | +11.7% | +90.9% | +93.1% |
| 3M | +100.7% | +34.9% | +65.8% | +73.7% |
| 6M | +106.3% | +50.3% | +56.1% | +65.9% |
| YTD | +222.0% | +63.8% | +158.2% | +145.1% |
| 1Y | +299.5% | +3.8% | +295.7% | +263.1% |
| 3Y | +42.9% | -24.3% | +67.2% | +51.7% |
| 5Y | -65.0% | -50.2% | -14.8% | -57.0% |
| 10Y | +10.3% | +5.4% | +4.9% | -19.4% |
| All | -92.0% | +112.5% | -204.5% | -96.3% |
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 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