+464.2%
QCOM vs IOVA
-91.6%
+555.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | +3.3% | +9.7% | -6.4% | +3.1% |
| 30D | +7.7% | +102.5% | -94.8% | +5.5% |
| 3M | -30.1% | +100.7% | -130.7% | -31.5% |
| 6M | +22.8% | +106.3% | -83.5% | +19.9% |
| YTD | +0.2% | +222.0% | -221.8% | -3.5% |
| 1Y | +7.9% | +299.5% | -291.7% | +3.1% |
| 3Y | +55.8% | +42.9% | +12.9% | +49.9% |
| 5Y | +30.1% | -65.0% | +95.1% | +26.7% |
| 10Y | +248.9% | +10.3% | +238.6% | +233.7% |
| All | +464.2% | -91.6% | +555.8% | +427.3% |
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