+121.0%
QLD vs IOVA
-64.9%
+185.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.6% | +9.7% | -9.2% | -0.6% |
| 30D | -0.1% | +102.5% | -102.7% | -10.1% |
| 3M | -8.4% | +100.7% | -109.0% | -18.1% |
| 6M | +32.2% | +106.3% | -74.1% | +16.0% |
| YTD | +28.9% | +222.0% | -193.1% | +5.1% |
| 1Y | +43.8% | +299.5% | -255.7% | +11.8% |
| 3Y | +176.6% | +42.9% | +133.7% | +114.4% |
| All | +121.0% | -64.9% | +185.9% | +94.8% |
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