+14.5%
KEY vs IOVA
-63.3%
+77.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +2.9% | -3.5% | +6.4% | +3.2% |
| 30D | +8.4% | -45.4% | +53.8% | +12.0% |
| 3M | -5.8% | +19.0% | -24.8% | -8.7% |
| 6M | +5.4% | +112.0% | -106.6% | -3.7% |
| YTD | +7.1% | +184.2% | -177.2% | -6.0% |
| 1Y | +26.8% | +222.0% | -195.2% | +9.7% |
| 3Y | +128.7% | +92.6% | +36.1% | +93.4% |
| All | +14.5% | -63.3% | +77.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling