+1,351.8%
QLD vs IOVA
+34.0%
+1,317.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.3% | +1.9% |
| 7D | -10.3% | -5.2% | -5.1% | -9.4% |
| 30D | -26.1% | -37.8% | +11.7% | -21.2% |
| 3M | -17.8% | +29.5% | -47.2% | -23.7% |
| 6M | -15.6% | +96.6% | -112.1% | -29.4% |
| YTD | +5.4% | +194.5% | -189.1% | -20.1% |
| 1Y | +5.2% | +248.1% | -242.8% | -23.2% |
| 3Y | +139.4% | +86.1% | +53.3% | +60.3% |
| 5Y | +66.7% | -67.8% | +134.5% | +42.6% |
| All | +1,351.8% | +34.0% | +1,317.8% | +838.6% |
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