+1,432.0%
QQQ vs IOVA
-92.7%
+1,524.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | -0.2% |
| 7D | +6.4% | -1.4% | +7.8% | +6.4% |
| 30D | -7.5% | -47.4% | +39.9% | -6.3% |
| 3M | -4.8% | +13.2% | -18.0% | -5.4% |
| 6M | -2.5% | +114.3% | -116.8% | -4.8% |
| YTD | +12.4% | +179.5% | -167.1% | +8.7% |
| 1Y | +11.3% | +200.4% | -189.1% | +7.4% |
| 3Y | +85.0% | +92.2% | -7.2% | +76.9% |
| 5Y | +79.6% | -63.8% | +143.4% | +75.0% |
| 10Y | +535.9% | +0.4% | +535.5% | +509.0% |
| All | +1,432.0% | -92.7% | +1,524.7% | +1,327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling