+23.5%
KEY vs IOVA
+235.7%
-212.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | -0.5% | -7.0% | +6.5% | -0.5% |
| 30D | +6.7% | -44.4% | +51.2% | +6.7% |
| 3M | -4.6% | +24.7% | -29.3% | -5.3% |
| 6M | +2.6% | +118.6% | -116.1% | 0.0% |
| YTD | +7.0% | +196.3% | -189.4% | +3.4% |
| 1Y | +23.5% | +205.3% | -181.8% | +19.1% |
| All | +23.5% | +235.7% | -212.2% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling