+279.1%
KLAC vs IOVA
+41.0%
+238.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -3.0% |
| 7D | +6.2% | -2.2% | +8.4% | +6.3% |
| 30D | -5.0% | +31.7% | -36.7% | -6.9% |
| 3M | -14.4% | +117.3% | -131.7% | -19.8% |
| 6M | +28.3% | +55.8% | -27.5% | +22.4% |
| YTD | +51.1% | +208.8% | -157.7% | +35.8% |
| 1Y | +100.4% | +255.7% | -155.3% | +76.6% |
| All | +279.1% | +41.0% | +238.1% | +232.0% |
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