+106.6%
AA vs IQV
+505.9%
-399.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.6% |
| 7D | +0.5% | -2.5% | +3.0% | +1.9% |
| 30D | -0.6% | +1.2% | -1.8% | -1.5% |
| 3M | -19.7% | +9.8% | -29.4% | -24.1% |
| 6M | -41.6% | +53.8% | -95.4% | -55.4% |
| YTD | -24.6% | +17.6% | -42.3% | -34.6% |
| 1Y | +4.9% | +18.6% | -13.7% | -9.4% |
| 3Y | +66.8% | +36.9% | +29.9% | +25.9% |
| 5Y | -19.4% | +4.1% | -23.5% | -29.3% |
| 10Y | +43.1% | +243.7% | -200.6% | -33.3% |
| All | +106.6% | +505.9% | -399.3% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling