+294.5%
KEEL vs IOVA
-57.5%
+351.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.9% | +2.4% |
| 7D | +2.9% | -2.2% | +5.0% | +3.5% |
| 30D | +0.8% | +27.6% | -26.7% | -5.2% |
| 3M | -35.3% | +117.2% | -152.5% | -48.9% |
| 6M | +59.4% | +77.7% | -18.3% | +30.0% |
| YTD | +51.9% | +215.0% | -163.1% | +4.0% |
| 1Y | +75.0% | +255.4% | -180.4% | +13.4% |
| 3Y | +224.5% | +42.6% | +181.9% | +110.9% |
| 5Y | -35.9% | -62.2% | +26.3% | -45.9% |
| All | +294.5% | -57.5% | +351.9% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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