+1,018.0%
KEYS vs IOVA
+9.7%
+1,008.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +3.4% |
| 7D | +3.5% | -2.2% | +5.7% | +3.7% |
| 30D | -4.5% | +27.6% | -32.1% | -7.0% |
| 3M | -0.4% | +117.2% | -117.6% | -9.4% |
| 6M | +19.1% | +77.7% | -58.6% | +9.7% |
| YTD | +66.7% | +215.0% | -148.4% | +43.9% |
| 1Y | +96.5% | +255.4% | -158.9% | +66.0% |
| 3Y | +155.2% | +42.6% | +112.5% | +114.5% |
| 5Y | +88.0% | -62.2% | +150.2% | +69.3% |
| All | +1,018.0% | +9.7% | +1,008.3% | +736.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling