+96.0%
KEYS vs IOVA
+299.5%
-203.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +2.3% | +9.7% | -7.5% | +1.4% |
| 30D | -2.6% | +102.5% | -105.2% | -10.0% |
| 3M | -4.6% | +100.7% | -105.3% | -12.3% |
| 6M | +8.7% | +106.3% | -97.6% | -2.2% |
| YTD | +61.0% | +222.0% | -160.9% | +33.5% |
| 1Y | +96.0% | +299.5% | -203.6% | +61.8% |
| All | +96.0% | +299.5% | -203.6% | +61.8% |
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 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