+41.1%
KNX vs IOVA
-66.4%
+107.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.5% |
| 7D | -0.5% | -6.4% | +5.9% | -0.1% |
| 30D | +1.0% | +25.4% | -24.4% | -0.5% |
| 3M | -12.6% | +115.3% | -128.0% | -17.5% |
| 6M | +21.1% | +56.5% | -35.5% | +16.1% |
| YTD | +33.2% | +198.2% | -165.0% | +21.1% |
| 1Y | +67.8% | +242.0% | -174.2% | +49.9% |
| 3Y | +37.3% | +36.8% | +0.5% | +21.7% |
| 5Y | +41.1% | -64.3% | +105.3% | +25.9% |
| All | +41.1% | -66.4% | +107.5% | +25.9% |
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 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