+133.5%
QLD vs IOVA
+78.3%
+55.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -11.0% | -1.7% | -11.7% |
| 7D | -18.6% | -19.0% | +0.5% | -16.9% |
| 30D | -28.3% | -40.3% | +12.0% | -25.4% |
| 3M | -20.4% | +78.3% | -98.7% | -26.1% |
| 6M | -14.3% | +94.5% | -108.8% | -22.0% |
| YTD | +2.8% | +183.5% | -180.8% | -11.3% |
| 1Y | -1.2% | +327.6% | -328.8% | -19.0% |
| All | +133.5% | +78.3% | +55.2% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling