+60.9%
AG vs IQV
-1.8%
+62.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -5.8% | -5.3% | -0.5% | -4.3% |
| 30D | +6.4% | +5.5% | +0.8% | +4.8% |
| 3M | +28.4% | +41.2% | -12.9% | +14.9% |
| 6M | -24.5% | +50.5% | -75.0% | -34.2% |
| YTD | +21.2% | +14.1% | +7.0% | +14.7% |
| 1Y | +114.1% | +39.9% | +74.2% | +89.1% |
| 3Y | +268.0% | +20.5% | +247.5% | +234.9% |
| All | +60.9% | -1.8% | +62.7% | +49.4% |
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