+343.6%
KEY vs IOVA
-92.3%
+436.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | -1.3% | -5.2% | +3.9% | -1.2% |
| 30D | +5.1% | -37.8% | +42.9% | +6.0% |
| 3M | -7.1% | +29.5% | -36.6% | -8.2% |
| 6M | -4.4% | +96.6% | -100.9% | -6.8% |
| YTD | +4.0% | +194.5% | -190.5% | 0.0% |
| 1Y | +23.4% | +248.1% | -224.6% | +18.0% |
| 3Y | +113.9% | +86.1% | +27.8% | +104.1% |
| 5Y | +12.3% | -67.8% | +80.2% | +9.2% |
| 10Y | +125.5% | +38.6% | +86.9% | +113.8% |
| All | +343.6% | -92.3% | +436.0% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling