+1.6%
KMB vs IOVA
+85.3%
-83.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.9% |
| 7D | +0.5% | -5.2% | +5.6% | +0.5% |
| 30D | +12.4% | -37.8% | +50.2% | +12.9% |
| 3M | +1.0% | +29.5% | -28.5% | +0.1% |
| 6M | +12.1% | +96.6% | -84.4% | +10.0% |
| YTD | +11.6% | +194.5% | -182.9% | +8.2% |
| 1Y | +13.1% | +248.1% | -234.9% | +9.2% |
| 3Y | +1.6% | +86.1% | -84.5% | -3.9% |
| All | +1.6% | +85.3% | -83.7% | -3.9% |
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