+19.7%
QCOM vs IOVA
-66.8%
+86.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.9% |
| 7D | +13.0% | -1.4% | +14.4% | +13.2% |
| 30D | +0.2% | -47.4% | +47.5% | +5.4% |
| 3M | +9.2% | +13.2% | -4.0% | +5.6% |
| 6M | -15.0% | +114.3% | -129.3% | -24.1% |
| YTD | +5.2% | +179.5% | -174.3% | -10.1% |
| 1Y | +2.4% | +200.4% | -198.0% | -13.6% |
| 3Y | +52.0% | +92.2% | -40.2% | +21.3% |
| 5Y | +19.7% | -63.8% | +83.5% | +8.6% |
| All | +19.7% | -66.8% | +86.6% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling