+212.7%
KEEL vs IOVA
+36.1%
+176.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -6.6% |
| 7D | +2.7% | -6.4% | +9.1% | +4.0% |
| 30D | +4.6% | +25.4% | -20.9% | +0.2% |
| 3M | -34.5% | +115.3% | -149.8% | -44.9% |
| 6M | +59.3% | +56.5% | +2.7% | +40.5% |
| YTD | +46.4% | +198.2% | -151.8% | +11.2% |
| 1Y | +96.6% | +242.0% | -145.4% | +43.4% |
| All | +212.7% | +36.1% | +176.6% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling