-25.0%
QXO vs IOVA
+362.8%
-387.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.5% | +9.6% | +8.1% |
| 7D | +16.6% | -41.3% | +57.8% | +17.5% |
| 30D | +6.6% | -38.5% | +45.1% | +7.2% |
| 3M | -17.5% | +99.5% | -117.0% | -22.9% |
| 6M | -33.8% | +126.0% | -159.8% | -39.5% |
| YTD | -34.4% | +218.7% | -253.1% | -40.5% |
| 1Y | -25.0% | +378.0% | -403.0% | -33.0% |
| All | -25.0% | +362.8% | -387.7% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling