+62.6%
QLD vs IOVA
-67.8%
+130.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -11.0% | -1.7% | -11.3% |
| 7D | -18.6% | -19.0% | +0.5% | -16.3% |
| 30D | -28.3% | -40.3% | +12.0% | -24.3% |
| 3M | -20.4% | +78.3% | -98.7% | -28.5% |
| 6M | -14.3% | +94.5% | -108.8% | -25.0% |
| YTD | +2.8% | +183.5% | -180.8% | -16.4% |
| 1Y | -1.2% | +327.6% | -328.8% | -25.2% |
| 3Y | +135.3% | +83.8% | +51.5% | +71.2% |
| 5Y | +62.6% | -69.0% | +131.6% | +43.5% |
| All | +62.6% | -67.8% | +130.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling