+83.3%
KRE vs IOVA
-0.9%
+84.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.4% |
| 30D | +5.0% | -47.4% | +52.4% | +9.1% |
| 3M | -5.7% | +13.2% | -19.0% | -8.4% |
| 6M | +7.5% | +114.3% | -106.8% | -2.1% |
| YTD | +13.8% | +179.5% | -165.6% | -0.1% |
| 1Y | +20.7% | +200.4% | -179.7% | +4.9% |
| 3Y | +90.1% | +92.2% | -2.1% | +58.9% |
| 5Y | +11.5% | -63.8% | +75.3% | +0.9% |
| All | +83.3% | -0.9% | +84.2% | +48.4% |
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