+153.2%
QQQM vs IOVA
-71.8%
+225.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.5% | +5.1% | -3.6% | +1.2% |
| 30D | -0.7% | +37.2% | -37.9% | -2.9% |
| 3M | +0.4% | +117.5% | -117.1% | -5.7% |
| 6M | +20.1% | +69.6% | -49.5% | +13.9% |
| YTD | +17.2% | +218.7% | -201.4% | +5.6% |
| 1Y | +24.7% | +265.5% | -240.8% | +10.4% |
| 3Y | +96.6% | +46.2% | +50.3% | +71.8% |
| 5Y | +95.0% | -63.2% | +158.3% | +82.6% |
| All | +153.2% | -71.8% | +225.0% | +129.8% |
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 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