+83.1%
KO vs IOVA
-66.4%
+149.6%
-17.3%
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% | +0.4% |
| 7D | -1.1% | -6.4% | +5.3% | -1.0% |
| 30D | +1.6% | +25.4% | -23.9% | +1.2% |
| 3M | +5.8% | +115.3% | -109.6% | +4.5% |
| 6M | +14.3% | +56.5% | -42.3% | +13.3% |
| YTD | +27.3% | +198.2% | -170.9% | +24.8% |
| 1Y | +33.2% | +242.0% | -208.8% | +30.1% |
| 3Y | +64.5% | +36.8% | +27.7% | +60.0% |
| 5Y | +83.1% | -64.3% | +147.4% | +77.4% |
| All | +83.1% | -66.4% | +149.6% | +77.4% |
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