-64.3%
IOVA vs QSR
+40.6%
-104.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.0% |
| 7D | -6.4% | -4.7% | -1.7% | -3.5% |
| 30D | +25.4% | +4.3% | +21.1% | +22.3% |
| 3M | +115.3% | +5.4% | +109.9% | +105.9% |
| 6M | +56.5% | +8.2% | +48.4% | +43.5% |
| YTD | +198.2% | +14.1% | +184.0% | +160.5% |
| 1Y | +242.0% | +28.1% | +213.9% | +170.2% |
| 3Y | +36.8% | +25.3% | +11.5% | +8.9% |
| 5Y | -64.3% | +40.4% | -104.6% | -76.1% |
| All | -64.3% | +40.6% | -104.8% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling