-44.6%
QS vs IOVA
-68.3%
+23.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.3% |
| 7D | -2.3% | +9.7% | -12.1% | -4.3% |
| 30D | -0.7% | +102.5% | -103.3% | -16.8% |
| 3M | -39.6% | +100.7% | -140.3% | -50.0% |
| 6M | -21.7% | +106.3% | -128.1% | -36.9% |
| YTD | -47.4% | +222.0% | -269.4% | -62.3% |
| 1Y | -28.4% | +299.5% | -327.9% | -52.6% |
| 3Y | -22.6% | +42.9% | -65.5% | -48.6% |
| 5Y | -75.6% | -65.0% | -10.6% | -78.2% |
| All | -44.6% | -68.3% | +23.7% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling