-80.8%
QID vs IOVA
-63.5%
-17.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.2% |
| 7D | -2.7% | +5.1% | -7.8% | -2.1% |
| 30D | +1.8% | +37.2% | -35.4% | +6.3% |
| 3M | -2.2% | +117.5% | -119.7% | +10.1% |
| 6M | -32.1% | +69.6% | -101.7% | -25.1% |
| YTD | -28.6% | +218.7% | -247.3% | -12.7% |
| 1Y | -36.3% | +265.5% | -301.9% | -19.6% |
| 3Y | -74.4% | +46.2% | -120.6% | -66.4% |
| 5Y | -80.8% | -63.2% | -17.5% | -75.8% |
| All | -80.8% | -63.5% | -17.2% | -75.8% |
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 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