-73.7%
QID vs IOVA
+41.0%
-114.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.2% |
| 7D | -1.9% | -2.2% | +0.3% | -2.1% |
| 30D | +1.7% | +31.7% | -30.0% | +4.5% |
| 3M | -3.9% | +117.3% | -121.2% | +4.5% |
| 6M | -30.0% | +55.8% | -85.8% | -25.5% |
| YTD | -28.2% | +208.8% | -237.0% | -17.3% |
| 1Y | -35.6% | +255.7% | -291.3% | -24.1% |
| All | -73.7% | +41.0% | -114.6% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling