+121.9%
KRE vs IOVA
+9.7%
+112.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.5% | -0.3% |
| 7D | -1.8% | -2.2% | +0.3% | -1.7% |
| 30D | -4.5% | +27.6% | -32.1% | -6.6% |
| 3M | +2.7% | +117.2% | -114.4% | -4.9% |
| 6M | +16.9% | +77.7% | -60.8% | +9.2% |
| YTD | +15.4% | +215.0% | -199.7% | +1.7% |
| 1Y | +16.1% | +255.4% | -239.3% | +0.3% |
| 3Y | +85.7% | +42.6% | +43.1% | +60.6% |
| 5Y | +33.3% | -62.2% | +95.5% | +21.9% |
| All | +121.9% | +9.7% | +112.2% | +77.5% |
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 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