+299.5%
IOVA vs QSR
+33.2%
+266.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +9.7% | +2.4% | +7.3% | +9.8% |
| 30D | +102.5% | +7.6% | +94.9% | +103.8% |
| 3M | +100.7% | +12.6% | +88.1% | +100.2% |
| 6M | +106.3% | +14.4% | +92.0% | +98.1% |
| YTD | +222.0% | +19.6% | +202.4% | +201.7% |
| 1Y | +299.5% | +33.9% | +265.7% | +207.6% |
| All | +299.5% | +33.2% | +266.3% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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