-75.6%
QS vs IOVA
-64.1%
-11.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.5% | -6.0% |
| 7D | -4.2% | -2.2% | -2.0% | -3.8% |
| 30D | -15.7% | +31.7% | -47.4% | -20.7% |
| 3M | -28.7% | +117.3% | -146.0% | -41.4% |
| 6M | -23.2% | +55.8% | -79.1% | -33.3% |
| YTD | -49.9% | +208.8% | -258.7% | -63.2% |
| 1Y | -38.8% | +255.7% | -294.5% | -57.4% |
| 3Y | -24.0% | +41.7% | -65.7% | -48.7% |
| 5Y | -75.6% | -64.9% | -10.7% | -77.1% |
| All | -75.6% | -64.1% | -11.5% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling