-2.6%
KWEB vs IOVA
+36.1%
-38.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -1.1% |
| 7D | -4.3% | -6.4% | +2.1% | -3.8% |
| 30D | -13.0% | +25.4% | -38.4% | -14.6% |
| 3M | -7.6% | +115.3% | -122.9% | -13.8% |
| 6M | -21.1% | +56.5% | -77.7% | -25.1% |
| YTD | -28.2% | +198.2% | -226.4% | -35.9% |
| 1Y | -34.9% | +242.0% | -276.9% | -43.0% |
| All | -2.6% | +36.1% | -38.7% | -19.5% |
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 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