+490.4%
QCOM vs IOVA
-92.3%
+582.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | -7.0% | +9.0% | +2.2% |
| 30D | +1.2% | -44.4% | +45.7% | +2.5% |
| 3M | +9.1% | +24.7% | -15.5% | +8.0% |
| 6M | -25.0% | +118.6% | -143.6% | -27.0% |
| YTD | +4.8% | +196.3% | -191.5% | +0.8% |
| 1Y | +3.6% | +205.3% | -201.7% | -0.5% |
| 3Y | +51.5% | +103.8% | -52.3% | +44.4% |
| 5Y | +19.7% | -65.6% | +85.3% | +16.4% |
| 10Y | +245.8% | +6.4% | +239.4% | +230.1% |
| All | +490.4% | -92.3% | +582.7% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling