+133.4%
KR vs IOVA
+9.7%
+123.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -2.9% | +2.7% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | +5.1% | +27.6% | -22.5% | +4.9% |
| 3M | -8.2% | +117.2% | -125.3% | -8.5% |
| 6M | -18.0% | +77.7% | -95.7% | -18.3% |
| YTD | -4.8% | +215.0% | -219.8% | -5.4% |
| 1Y | -11.0% | +255.4% | -266.4% | -11.7% |
| 3Y | +37.7% | +42.6% | -5.0% | +36.0% |
| 5Y | +52.8% | -62.2% | +115.0% | +52.6% |
| All | +133.4% | +9.7% | +123.7% | +117.3% |
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