+62.9%
KO vs IOVA
+36.1%
+26.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.4% |
| 7D | -1.1% | -6.4% | +5.3% | -1.0% |
| 30D | +1.6% | +25.4% | -23.9% | +1.3% |
| 3M | +5.8% | +115.3% | -109.6% | +4.6% |
| 6M | +14.3% | +56.5% | -42.3% | +13.4% |
| YTD | +27.3% | +198.2% | -170.9% | +24.9% |
| 1Y | +33.2% | +242.0% | -208.8% | +30.1% |
| All | +62.9% | +36.1% | +26.8% | +51.5% |
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