+123.6%
KEY vs IOVA
+44.8%
+78.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | +2.2% | +9.7% | -7.5% | +1.5% |
| 30D | -3.0% | +102.5% | -105.6% | -9.1% |
| 3M | +3.3% | +100.7% | -97.4% | -3.7% |
| 6M | +9.2% | +106.3% | -97.1% | +0.6% |
| YTD | +10.6% | +222.0% | -211.3% | -3.2% |
| 1Y | +20.4% | +299.5% | -279.1% | +1.8% |
| All | +123.6% | +44.8% | +78.8% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling