-23.9%
QS vs IOVA
+107.4%
-131.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -5.0% | -7.0% | +2.0% | -4.0% |
| 30D | -1.4% | -44.4% | +43.0% | +5.4% |
| 3M | -33.6% | +24.7% | -58.2% | -37.5% |
| 6M | -47.6% | +118.6% | -166.2% | -55.5% |
| YTD | -59.6% | +196.3% | -255.9% | -67.9% |
| 1Y | -73.5% | +205.3% | -278.8% | -79.2% |
| All | -23.9% | +107.4% | -131.3% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling