-100.0%
SQQQ vs IOVA
-92.0%
-8.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +0.7% |
| 7D | -2.7% | -2.2% | -0.5% | -2.8% |
| 30D | +2.4% | +31.7% | -29.3% | +4.4% |
| 3M | -8.0% | +117.3% | -125.3% | -2.3% |
| 6M | -43.9% | +55.8% | -99.8% | -41.2% |
| YTD | -42.2% | +208.8% | -251.0% | -36.2% |
| 1Y | -51.8% | +255.7% | -307.5% | -45.9% |
| 3Y | -89.7% | +41.7% | -131.4% | -88.2% |
| 5Y | -94.7% | -64.9% | -29.8% | -94.0% |
| 10Y | -100.0% | +6.3% | -106.3% | -100.0% |
| All | -100.0% | -92.0% | -8.0% | -100.0% |
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 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