+1,542.6%
QLD vs IOVA
-0.9%
+1,543.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.0% | +0.3% |
| 7D | +12.5% | -1.4% | +13.9% | +12.8% |
| 30D | -15.7% | -47.4% | +31.7% | -7.6% |
| 3M | -11.9% | +13.2% | -25.1% | -16.4% |
| 6M | -10.3% | +114.3% | -124.6% | -26.1% |
| YTD | +15.6% | +179.5% | -163.9% | -11.8% |
| 1Y | +12.1% | +200.4% | -188.3% | -16.0% |
| 3Y | +150.7% | +92.2% | +58.5% | +65.8% |
| 5Y | +86.6% | -63.8% | +150.4% | +54.9% |
| All | +1,542.6% | -0.9% | +1,543.5% | +979.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling