+21.3%
KWEB vs IOVA
+20.4%
+0.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.0% |
| 7D | -3.6% | -2.2% | -1.4% | -3.4% |
| 30D | -14.9% | +31.7% | -46.6% | -17.3% |
| 3M | -5.4% | +117.3% | -122.7% | -13.5% |
| 6M | -18.9% | +55.8% | -74.7% | -24.0% |
| YTD | -27.2% | +208.8% | -236.0% | -36.9% |
| 1Y | -34.2% | +255.7% | -289.9% | -44.3% |
| 3Y | +0.6% | +41.7% | -41.1% | -14.8% |
| 5Y | -43.5% | -64.9% | +21.4% | -48.5% |
| 10Y | -20.6% | +6.3% | -26.9% | -36.0% |
| All | +21.3% | +20.4% | +0.9% | -6.6% |
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