-71.3%
QID vs IOVA
+99.0%
-170.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.8% |
| 7D | -7.1% | -3.5% | -3.7% | -7.4% |
| 30D | +12.6% | -45.4% | +58.0% | +8.1% |
| 3M | +14.2% | +19.0% | -4.8% | +18.4% |
| 6M | +6.2% | +112.0% | -105.8% | +17.9% |
| YTD | -21.8% | +184.2% | -206.0% | -8.7% |
| 1Y | -23.1% | +222.0% | -245.1% | -8.7% |
| 3Y | -71.3% | +92.6% | -163.9% | -64.8% |
| All | -71.3% | +99.0% | -170.3% | -64.8% |
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