+93.0%
KEY vs IOVA
-0.9%
+93.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.1% |
| 7D | +1.8% | -1.4% | +3.2% | +1.9% |
| 30D | +7.1% | -47.4% | +54.5% | +11.8% |
| 3M | -5.9% | +13.2% | -19.1% | -8.9% |
| 6M | +2.2% | +114.3% | -112.1% | -8.0% |
| YTD | +6.4% | +179.5% | -173.1% | -8.1% |
| 1Y | +24.8% | +200.4% | -175.6% | +6.6% |
| 3Y | +125.2% | +92.2% | +33.0% | +84.8% |
| 5Y | +13.0% | -63.8% | +76.7% | +1.0% |
| All | +93.0% | -0.9% | +93.9% | +55.8% |
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