-5.4%
QXO vs IOVA
-92.9%
+87.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -4.0% |
| 7D | -3.9% | -2.2% | -1.7% | -3.8% |
| 30D | -17.4% | +31.7% | -49.1% | -18.0% |
| 3M | -22.5% | +117.3% | -139.8% | -24.3% |
| 6M | -41.4% | +55.8% | -97.2% | -42.4% |
| YTD | -34.1% | +208.8% | -242.9% | -36.4% |
| 1Y | -40.8% | +255.7% | -296.5% | -43.2% |
| 3Y | -43.9% | +41.7% | -85.6% | -45.7% |
| 5Y | -69.6% | -64.9% | -4.7% | -70.4% |
| 10Y | +41.0% | +6.3% | +34.7% | +36.9% |
| All | -5.4% | -92.9% | +87.4% | +13.5% |
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