+1,058.3%
KEYS vs IOVA
+38.0%
+1,020.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| YTD | +61.0% | +222.0% | -160.9% | +39.3% |
| 1Y | +96.0% | +299.5% | -203.6% | +64.4% |
| 3Y | +144.4% | +42.9% | +101.5% | +106.6% |
| 5Y | +80.5% | -65.0% | +145.5% | +64.0% |
| 10Y | +974.9% | +10.3% | +964.6% | +696.9% |
| All | +1,058.3% | +38.0% | +1,020.3% | +722.7% |
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 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