+30.9%
KRE vs IOVA
-64.1%
+95.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.9% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | -3.4% | +31.7% | -35.1% | -5.4% |
| 3M | +3.7% | +117.3% | -113.6% | -3.0% |
| 6M | +14.8% | +55.8% | -41.1% | +9.3% |
| YTD | +14.7% | +208.8% | -194.1% | +2.7% |
| 1Y | +16.0% | +255.7% | -239.7% | +1.8% |
| 3Y | +84.3% | +41.7% | +42.6% | +62.0% |
| 5Y | +30.9% | -64.9% | +95.8% | +23.9% |
| All | +30.9% | -64.1% | +95.0% | +23.9% |
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