-42.1%
KWEB vs IOVA
-62.2%
+20.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | 0.0% |
| 7D | -5.6% | -2.2% | -3.4% | -5.4% |
| 30D | -10.7% | +27.6% | -38.3% | -13.3% |
| 3M | -7.4% | +117.2% | -124.6% | -16.6% |
| 6M | -19.3% | +77.7% | -97.0% | -26.4% |
| YTD | -27.8% | +215.0% | -242.8% | -39.3% |
| 1Y | -35.9% | +255.4% | -291.3% | -47.6% |
| 3Y | -1.9% | +42.6% | -44.6% | -21.7% |
| All | -42.1% | -62.2% | +20.1% | -50.4% |
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