+83.8%
KEYS vs IOVA
-65.3%
+149.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | +2.9% | -2.2% | +5.1% | +3.1% |
| 30D | -1.3% | +31.7% | -33.0% | -4.0% |
| 3M | -0.1% | +117.3% | -117.4% | -8.3% |
| 6M | +17.4% | +55.8% | -38.5% | +10.2% |
| YTD | +62.9% | +208.8% | -145.9% | +42.5% |
| 1Y | +95.7% | +255.7% | -159.9% | +67.9% |
| 3Y | +150.2% | +41.7% | +108.5% | +113.8% |
| All | +83.8% | -65.3% | +149.0% | +63.4% |
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 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