-0.6%
KMB vs IOVA
-67.9%
+67.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +1.0% | +29.5% | -28.5% | +0.5% |
| 6M | +12.1% | +96.6% | -84.4% | +11.0% |
| YTD | +11.6% | +194.5% | -182.9% | +9.8% |
| 1Y | +13.1% | +248.1% | -234.9% | +11.0% |
| 3Y | +1.6% | +86.1% | -84.5% | 0.0% |
| All | -0.6% | -67.9% | +67.3% | -5.6% |
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