-33.9%
KWEB vs IOVA
+362.8%
-396.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +5.9% | +4.5% |
| 7D | +5.8% | -41.3% | +47.0% | +7.1% |
| 30D | -1.0% | -38.5% | +37.5% | +0.1% |
| 3M | -15.8% | +99.5% | -115.4% | -18.0% |
| 6M | -14.9% | +126.0% | -140.9% | -18.1% |
| YTD | -28.6% | +218.7% | -247.3% | -31.8% |
| 1Y | -33.9% | +378.0% | -411.9% | -38.5% |
| All | -33.9% | +362.8% | -396.7% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling