-46.2%
QXO vs IOVA
+43.8%
-90.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.7% |
| 7D | -7.8% | -2.2% | -5.6% | -7.5% |
| 30D | -18.1% | +27.6% | -45.7% | -21.7% |
| 3M | -25.8% | +117.2% | -142.9% | -36.9% |
| 6M | -41.7% | +77.7% | -119.4% | -49.3% |
| YTD | -36.2% | +215.0% | -251.2% | -51.1% |
| 1Y | -42.1% | +255.4% | -297.5% | -57.5% |
| 3Y | -46.2% | +42.6% | -88.8% | -62.8% |
| All | -46.2% | +43.8% | -90.0% | -62.8% |
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