+363.6%
KRE vs IOVA
-91.6%
+455.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +1.3% | +9.7% | -8.4% | +1.1% |
| 30D | -2.7% | +102.5% | -105.2% | -4.4% |
| 3M | +8.2% | +100.7% | -92.5% | +6.2% |
| 6M | +12.8% | +106.3% | -93.5% | +10.4% |
| YTD | +17.5% | +222.0% | -204.5% | +13.7% |
| 1Y | +16.6% | +299.5% | -283.0% | +12.0% |
| 3Y | +79.5% | +42.9% | +36.5% | +73.3% |
| 5Y | +32.4% | -65.0% | +97.4% | +29.3% |
| 10Y | +124.1% | +10.3% | +113.9% | +114.6% |
| All | +363.6% | -91.6% | +455.3% | +324.3% |
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