-60.8%
QS vs IOVA
-72.5%
+11.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.7% | -2.2% | -6.7% |
| 7D | -5.6% | -1.4% | -4.2% | -5.2% |
| 30D | -5.8% | -47.4% | +41.6% | +5.3% |
| 3M | -39.2% | +13.2% | -52.4% | -43.4% |
| 6M | -53.9% | +114.3% | -168.2% | -64.0% |
| YTD | -62.8% | +179.5% | -242.3% | -73.6% |
| 1Y | -73.5% | +200.4% | -273.9% | -81.6% |
| 3Y | -29.1% | +92.2% | -121.3% | -58.3% |
| 5Y | -90.0% | -63.8% | -26.2% | -91.6% |
| All | -60.8% | -72.5% | +11.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling