-18.6%
QS vs IOVA
+50.0%
-68.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +2.2% | +5.1% | -2.9% | +1.5% |
| 30D | -8.1% | +37.2% | -45.3% | -12.4% |
| 3M | -27.0% | +117.5% | -144.5% | -36.2% |
| 6M | -16.4% | +69.6% | -86.0% | -25.0% |
| YTD | -46.4% | +218.7% | -265.0% | -56.7% |
| 1Y | -41.1% | +265.5% | -306.6% | -53.9% |
| 3Y | -18.6% | +46.2% | -64.9% | -41.4% |
| All | -18.6% | +50.0% | -68.6% | -41.4% |
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