+350.6%
KRE vs IOVA
-92.6%
+443.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | +0.7% | -3.5% | +4.2% | +0.8% |
| 30D | +6.1% | -45.4% | +51.5% | +7.2% |
| 3M | -5.9% | +19.0% | -24.9% | -6.7% |
| 6M | +9.6% | +112.0% | -102.4% | +7.0% |
| YTD | +14.2% | +184.2% | -170.1% | +10.3% |
| 1Y | +22.5% | +222.0% | -199.5% | +18.0% |
| 3Y | +90.4% | +92.6% | -2.2% | +82.5% |
| 5Y | +11.9% | -63.2% | +75.0% | +8.9% |
| 10Y | +88.8% | +2.1% | +86.7% | +80.5% |
| All | +350.6% | -92.6% | +443.2% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling