+136.2%
KORU vs IOVA
+99.0%
+37.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.8% |
| 7D | +11.1% | -3.5% | +14.6% | +12.0% |
| 30D | -40.6% | -45.4% | +4.8% | -32.9% |
| 3M | -63.9% | +19.0% | -82.9% | -64.9% |
| 6M | -82.8% | +112.0% | -194.8% | -85.6% |
| YTD | -15.4% | +184.2% | -199.6% | -32.9% |
| 1Y | -3.3% | +222.0% | -225.3% | -25.4% |
| 3Y | +136.2% | +92.6% | +43.6% | +85.9% |
| All | +136.2% | +99.0% | +37.2% | +85.9% |
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 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