+1,502.1%
QLD vs IOVA
+0.8%
+1,501.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +7.0% | -3.5% | +10.5% | +7.6% |
| 30D | -14.3% | -45.4% | +31.1% | -6.7% |
| 3M | -16.0% | +19.0% | -35.0% | -20.9% |
| 6M | -14.2% | +112.0% | -126.3% | -29.2% |
| YTD | +12.8% | +184.2% | -171.5% | -14.2% |
| 1Y | +14.1% | +222.0% | -207.9% | -15.7% |
| 3Y | +146.0% | +92.6% | +53.4% | +62.8% |
| 5Y | +82.0% | -63.2% | +145.2% | +50.7% |
| All | +1,502.1% | +0.8% | +1,501.4% | +949.5% |
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