+502.1%
KORU vs IOVA
+41.0%
+461.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.1% |
| 7D | +20.1% | -2.2% | +22.3% | +20.6% |
| 30D | +47.5% | +31.7% | +15.8% | +40.3% |
| 3M | -30.1% | +117.3% | -147.3% | -41.4% |
| 6M | +20.1% | +55.8% | -35.7% | +7.0% |
| YTD | +166.6% | +208.8% | -42.2% | +106.3% |
| 1Y | +458.9% | +255.7% | +203.2% | +314.4% |
| All | +502.1% | +41.0% | +461.2% | +317.5% |
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