+470.4%
KLAC vs IOVA
-63.0%
+533.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +10.6% | +5.1% | +5.5% | +10.1% |
| 30D | -4.5% | +37.2% | -41.7% | -7.4% |
| 3M | -10.3% | +117.5% | -127.8% | -17.5% |
| 6M | +40.9% | +69.6% | -28.7% | +31.5% |
| YTD | +56.1% | +218.7% | -162.6% | +35.7% |
| 1Y | +109.0% | +265.5% | -156.5% | +77.4% |
| 3Y | +288.8% | +46.2% | +242.6% | +229.5% |
| All | +470.4% | -63.0% | +533.4% | +430.5% |
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 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