-89.4%
QS vs IOVA
-65.6%
-23.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -5.0% | -7.0% | +2.0% | -3.6% |
| 30D | -1.4% | -44.4% | +43.0% | +8.2% |
| 3M | -33.6% | +24.7% | -58.2% | -39.1% |
| 6M | -47.6% | +118.6% | -166.2% | -58.5% |
| YTD | -59.6% | +196.3% | -255.9% | -71.0% |
| 1Y | -73.5% | +205.3% | -278.8% | -81.2% |
| 3Y | -23.0% | +103.8% | -126.8% | -54.2% |
| 5Y | -89.4% | -65.6% | -23.8% | -90.7% |
| All | -89.4% | -65.6% | -23.8% | -90.7% |
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 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