+189.7%
KMB vs IOVA
-91.6%
+281.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -3.0% | +9.7% | -12.8% | -3.1% |
| 30D | -5.5% | +102.5% | -108.0% | -5.9% |
| 3M | +14.0% | +100.7% | -86.7% | +13.4% |
| 6M | +4.1% | +106.3% | -102.3% | +3.5% |
| YTD | +8.0% | +222.0% | -213.9% | +7.1% |
| 1Y | -13.7% | +299.5% | -313.3% | -14.6% |
| 3Y | -5.9% | +42.9% | -48.9% | -6.9% |
| 5Y | -8.6% | -65.0% | +56.4% | -9.2% |
| 10Y | +17.3% | +10.3% | +7.0% | +15.6% |
| All | +189.7% | -91.6% | +281.3% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling