+84.3%
QLD vs IOVA
-67.2%
+151.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -3.8% | -8.5% | +4.7% | -2.6% |
| 30D | -20.5% | -44.7% | +24.2% | -15.3% |
| 3M | -14.6% | +26.2% | -40.9% | -19.0% |
| 6M | -14.7% | +123.2% | -137.9% | -26.6% |
| YTD | +11.2% | +196.0% | -184.8% | -9.9% |
| 1Y | +7.1% | +240.9% | -233.8% | -15.5% |
| 3Y | +141.1% | +103.5% | +37.6% | +72.8% |
| 5Y | +84.3% | -65.5% | +149.7% | +68.5% |
| All | +84.3% | -67.2% | +151.5% | +68.5% |
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