+263.7%
QCOM vs IOVA
+6.6%
+257.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.3% |
| 7D | +5.1% | +5.1% | 0.0% | +4.5% |
| 30D | +4.3% | +37.2% | -32.9% | +0.8% |
| 3M | -19.6% | +117.5% | -137.1% | -26.6% |
| 6M | +29.5% | +69.6% | -40.1% | +20.1% |
| YTD | +3.4% | +218.7% | -215.3% | -10.8% |
| 1Y | +10.9% | +265.5% | -254.6% | -6.6% |
| 3Y | +74.8% | +46.2% | +28.6% | +47.4% |
| 5Y | +36.2% | -63.2% | +99.4% | +23.3% |
| 10Y | +263.7% | +6.1% | +257.6% | +222.6% |
| All | +263.7% | +6.6% | +257.1% | +222.6% |
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