-17.4%
AA vs IQV
+4.0%
-21.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.8% |
| 7D | +0.5% | -2.5% | +3.0% | +1.7% |
| 30D | -0.6% | +1.2% | -1.8% | -1.3% |
| 3M | -19.7% | +9.8% | -29.4% | -23.4% |
| 6M | -41.6% | +53.8% | -95.4% | -53.6% |
| YTD | -24.6% | +17.6% | -42.3% | -32.4% |
| 1Y | +4.9% | +18.6% | -13.7% | -6.3% |
| 3Y | +66.8% | +36.9% | +29.9% | +29.4% |
| All | -17.4% | +4.0% | -21.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 5y: compounded portfolio wealth divided by compounded IQV 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…
5y analysis · Full analysis span regression · 6 months rolling