+168.2%
AA vs IQV
+492.3%
-324.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +5.3% |
| 7D | +1.7% | +0.3% | +1.3% | +1.3% |
| 30D | +3.3% | +8.6% | -5.3% | -1.3% |
| 3M | -29.4% | +41.1% | -70.5% | -42.9% |
| 6M | -12.8% | +48.6% | -61.4% | -32.6% |
| YTD | -2.1% | +15.0% | -17.1% | -13.7% |
| 1Y | +62.8% | +38.1% | +24.6% | +28.0% |
| 3Y | +90.5% | +21.4% | +69.1% | +54.6% |
| 5Y | +19.1% | -1.0% | +20.1% | +7.5% |
| 10Y | +124.8% | +233.0% | -108.2% | +7.0% |
| All | +168.2% | +492.3% | -324.1% | +7.6% |
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