+160.2%
KNX vs IOVA
+9.7%
+150.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.9% |
| 7D | -5.6% | -2.2% | -3.4% | -5.5% |
| 30D | -4.4% | +27.6% | -32.0% | -6.1% |
| 3M | -17.3% | +117.2% | -134.5% | -22.4% |
| 6M | +22.6% | +77.7% | -55.1% | +16.0% |
| YTD | +31.1% | +215.0% | -183.9% | +18.0% |
| 1Y | +60.2% | +255.4% | -195.2% | +41.8% |
| 3Y | +35.8% | +42.6% | -6.9% | +19.7% |
| 5Y | +38.9% | -62.2% | +101.1% | +27.9% |
| All | +160.2% | +9.7% | +150.5% | +97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling