+216.5%
QCOM vs IOVA
+34.0%
+182.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.6% | +5.2% |
| 7D | +0.4% | -5.2% | +5.6% | +0.9% |
| 30D | -6.6% | -37.8% | +31.2% | -3.3% |
| 3M | +3.7% | +29.5% | -25.8% | -0.8% |
| 6M | -13.3% | +96.6% | -109.9% | -21.7% |
| YTD | -1.8% | +194.5% | -196.3% | -16.0% |
| 1Y | -2.5% | +248.1% | -250.6% | -18.4% |
| 3Y | +47.0% | +86.1% | -39.1% | +19.8% |
| 5Y | +13.1% | -67.8% | +81.0% | +2.3% |
| All | +216.5% | +34.0% | +182.5% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling