-38.0%
QS vs IOVA
+244.9%
-282.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.4% |
| 7D | -5.0% | -6.4% | +1.5% | -4.2% |
| 30D | -18.3% | +25.4% | -43.7% | -20.7% |
| 3M | -26.0% | +115.3% | -141.3% | -33.6% |
| 6M | -24.0% | +56.5% | -80.6% | -30.0% |
| YTD | -50.3% | +198.2% | -248.5% | -57.8% |
| 1Y | -38.0% | +242.0% | -280.0% | -44.7% |
| All | -38.0% | +244.9% | -282.9% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling