+67.9%
KORU vs IOVA
+3.8%
+64.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.1% | -11.8% |
| 7D | +2.3% | -6.4% | +8.8% | +3.9% |
| 30D | +20.0% | +25.4% | -5.4% | +14.5% |
| 3M | -32.7% | +115.3% | -148.1% | -45.3% |
| 6M | +13.3% | +56.5% | -43.2% | -1.4% |
| YTD | +133.2% | +198.2% | -65.0% | +73.8% |
| 1Y | +357.3% | +242.0% | +115.3% | +222.9% |
| 3Y | +452.7% | +36.8% | +415.9% | +297.2% |
| 5Y | +47.2% | -64.3% | +111.5% | +26.0% |
| All | +67.9% | +3.8% | +64.0% | +40.1% |
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