-99.9%
QID vs IOVA
-91.6%
-8.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.3% |
| 7D | -0.6% | +9.7% | -10.4% | -0.2% |
| 30D | 0.0% | +102.5% | -102.5% | +3.5% |
| 3M | +3.7% | +100.7% | -97.0% | +7.6% |
| 6M | -29.9% | +106.3% | -136.2% | -26.7% |
| YTD | -28.8% | +222.0% | -250.8% | -23.8% |
| 1Y | -37.2% | +299.5% | -336.7% | -31.8% |
| 3Y | -73.7% | +42.9% | -116.6% | -71.3% |
| 5Y | -80.7% | -65.0% | -15.8% | -79.3% |
| 10Y | -99.1% | +10.3% | -109.4% | -99.0% |
| All | -99.9% | -91.6% | -8.3% | -99.9% |
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 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