+377.1%
KO vs IOVA
-91.7%
+468.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.3% |
| 7D | +0.4% | +5.1% | -4.7% | +0.4% |
| 30D | +1.5% | +37.2% | -35.7% | +1.3% |
| 3M | +11.8% | +117.5% | -105.7% | +11.2% |
| 6M | +16.2% | +69.6% | -53.4% | +15.7% |
| YTD | +28.1% | +218.7% | -190.6% | +26.9% |
| 1Y | +34.8% | +265.5% | -230.8% | +33.3% |
| 3Y | +65.5% | +46.2% | +19.2% | +63.6% |
| 5Y | +81.6% | -63.2% | +144.8% | +80.1% |
| 10Y | +176.7% | +6.1% | +170.6% | +172.6% |
| All | +377.1% | -91.7% | +468.8% | +357.6% |
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 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