+141.4%
KEYS vs IOVA
+99.0%
+42.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +9.4% | -3.5% | +12.9% | +9.7% |
| 30D | -16.8% | -45.4% | +28.6% | -13.1% |
| 3M | -15.9% | +19.0% | -34.9% | -18.4% |
| 6M | -17.6% | +112.0% | -129.6% | -25.4% |
| YTD | +46.5% | +184.2% | -137.7% | +27.4% |
| 1Y | +66.9% | +222.0% | -155.1% | +43.3% |
| 3Y | +141.4% | +92.6% | +48.8% | +105.5% |
| All | +141.4% | +99.0% | +42.4% | +105.5% |
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