-77.6%
QID vs IOVA
-66.8%
-10.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.7% | +6.2% | -0.2% |
| 7D | -11.8% | -1.4% | -10.4% | -11.9% |
| 30D | +14.2% | -47.4% | +61.6% | +7.4% |
| 3M | +8.8% | +13.2% | -4.4% | +13.7% |
| 6M | +1.5% | +114.3% | -112.8% | +17.6% |
| YTD | -23.8% | +179.5% | -203.3% | -5.9% |
| 1Y | -22.0% | +200.4% | -222.4% | -2.2% |
| 3Y | -71.9% | +92.2% | -164.1% | -60.0% |
| 5Y | -77.6% | -63.8% | -13.8% | -72.9% |
| All | -77.6% | -66.8% | -10.7% | -72.9% |
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