+312.2%
KEEL vs IOVA
-57.0%
+369.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.7% |
| 7D | +21.5% | +5.1% | +16.4% | +20.0% |
| 30D | -3.9% | +37.2% | -41.1% | -11.3% |
| 3M | -34.1% | +117.5% | -151.6% | -47.9% |
| 6M | +82.8% | +69.6% | +13.3% | +50.6% |
| YTD | +58.7% | +218.7% | -160.0% | +8.3% |
| 1Y | +191.4% | +265.5% | -74.1% | +87.4% |
| 3Y | +205.7% | +46.2% | +159.5% | +97.1% |
| 5Y | -37.0% | -63.2% | +26.3% | -46.5% |
| All | +312.2% | -57.0% | +369.1% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling