-37.7%
KEEL vs IOVA
-64.2%
+26.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -6.4% |
| 7D | +2.7% | -6.4% | +9.1% | +4.4% |
| 30D | +4.6% | +25.4% | -20.9% | -1.2% |
| 3M | -34.5% | +115.3% | -149.8% | -48.0% |
| 6M | +59.3% | +56.5% | +2.7% | +34.3% |
| YTD | +46.4% | +198.2% | -151.8% | +1.6% |
| 1Y | +96.6% | +242.0% | -145.4% | +28.7% |
| 3Y | +182.0% | +36.8% | +145.2% | +82.5% |
| All | -37.7% | -64.2% | +26.6% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling