-19.9%
AAL vs IQV
+511.9%
-531.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +2.0% |
| 7D | -3.7% | +2.3% | -6.0% | -5.0% |
| 30D | -20.8% | +13.4% | -34.2% | -26.4% |
| 3M | -1.3% | +43.3% | -44.6% | -20.8% |
| 6M | +5.4% | +50.5% | -45.2% | -19.0% |
| YTD | -14.4% | +18.8% | -33.1% | -25.7% |
| 1Y | +2.1% | +45.5% | -43.4% | -22.3% |
| 3Y | -10.6% | +19.4% | -29.9% | -26.4% |
| 5Y | -32.2% | +1.7% | -33.9% | -40.1% |
| 10Y | -62.7% | +247.9% | -310.6% | -85.2% |
| All | -19.9% | +511.9% | -531.8% | -76.3% |
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