+48.8%
KR vs IOVA
-66.4%
+115.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | -2.7% | -6.4% | +3.8% | -2.7% |
| 30D | +1.9% | +25.4% | -23.5% | +2.2% |
| 3M | -11.0% | +115.3% | -126.4% | -10.2% |
| 6M | -20.2% | +56.5% | -76.7% | -19.6% |
| YTD | -7.3% | +198.2% | -205.4% | -5.8% |
| 1Y | -13.1% | +242.0% | -255.1% | -11.5% |
| 3Y | +29.7% | +36.8% | -7.1% | +31.9% |
| 5Y | +48.8% | -64.3% | +113.0% | +47.3% |
| All | +48.8% | -66.4% | +115.2% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling