+113.6%
KEY vs IOVA
+28.7%
+84.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | -0.4% | +1.9% | -2.2% | -0.6% |
| 30D | +7.2% | -44.1% | +51.3% | +11.3% |
| 3M | -4.9% | +28.9% | -33.8% | -8.9% |
| 6M | +1.1% | +125.7% | -124.6% | -9.4% |
| YTD | +6.8% | +199.3% | -192.5% | -8.3% |
| 1Y | +23.3% | +255.2% | -231.9% | +3.7% |
| 3Y | +126.1% | +106.8% | +19.2% | +84.2% |
| 5Y | +15.2% | -67.1% | +82.3% | +4.2% |
| 10Y | +113.6% | +16.7% | +96.9% | +71.1% |
| All | +113.6% | +28.7% | +84.9% | +71.1% |
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 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