+255.4%
IOVA vs QSR
+28.6%
+226.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.0% | +5.7% |
| 7D | -2.2% | -4.0% | +1.8% | -2.5% |
| 30D | +27.6% | +2.8% | +24.8% | +28.4% |
| 3M | +117.2% | +5.1% | +112.1% | +117.7% |
| 6M | +77.7% | +8.8% | +68.9% | +72.7% |
| YTD | +215.0% | +14.8% | +200.2% | +200.1% |
| 1Y | +255.4% | +25.7% | +229.6% | +200.7% |
| All | +255.4% | +28.6% | +226.8% | +200.7% |
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