+39.8%
IOVA vs QSR
+25.9%
+13.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.3% |
| 7D | -2.2% | -2.4% | +0.2% | -1.0% |
| 30D | +31.7% | +5.7% | +26.0% | +28.3% |
| 3M | +117.3% | +6.9% | +110.3% | +107.8% |
| 6M | +55.8% | +6.9% | +49.0% | +45.7% |
| YTD | +208.8% | +14.9% | +193.9% | +171.9% |
| 1Y | +255.7% | +29.1% | +226.6% | +183.0% |
| All | +39.8% | +25.9% | +13.9% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling