+86.4%
KRE vs IOVA
+50.0%
+36.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +2.3% | +5.1% | -2.7% | +2.0% |
| 30D | -2.5% | +37.2% | -39.7% | -4.7% |
| 3M | +6.2% | +117.5% | -111.3% | -0.4% |
| 6M | +15.8% | +69.6% | -53.8% | +9.9% |
| YTD | +16.0% | +218.7% | -202.7% | +3.8% |
| 1Y | +16.2% | +265.5% | -249.4% | +1.8% |
| 3Y | +86.4% | +46.2% | +40.2% | +52.4% |
| All | +86.4% | +50.0% | +36.4% | +52.4% |
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 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