-12.5%
KLAC vs IOVA
+122.3%
-134.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +7.5% | -7.0% | +14.5% | +7.9% |
| 30D | -15.3% | -44.4% | +29.1% | -14.8% |
| 3M | -19.6% | +24.7% | -44.2% | -19.6% |
| 6M | -12.5% | +118.6% | -131.2% | -11.2% |
| All | -12.5% | +122.3% | -134.8% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling