+39.2%
IOVA vs QSR
+211.0%
-171.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | +0.1% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +37.2% | +5.9% | +31.3% | +33.6% |
| 3M | +117.5% | +10.5% | +107.0% | +105.7% |
| 6M | +69.6% | +7.7% | +61.9% | +60.5% |
| YTD | +218.7% | +16.8% | +201.9% | +188.3% |
| 1Y | +265.5% | +30.9% | +234.7% | +211.1% |
| 3Y | +46.2% | +28.2% | +18.0% | +26.5% |
| 5Y | -63.2% | +45.0% | -108.2% | -70.2% |
| 10Y | +6.1% | +127.3% | -121.2% | -34.0% |
| All | +39.2% | +211.0% | -171.8% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling