-3.7%
APA vs IQV
+242.6%
-246.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | +4.6% | -2.2% | +6.8% | +5.7% |
| 30D | +11.9% | +8.3% | +3.6% | +7.2% |
| 3M | +22.5% | +44.6% | -22.1% | -1.0% |
| 6M | +37.5% | +52.6% | -15.0% | +5.4% |
| YTD | +87.2% | +16.1% | +71.0% | +64.7% |
| 1Y | +101.4% | +37.3% | +64.2% | +59.4% |
| 3Y | +16.9% | +21.6% | -4.7% | -7.1% |
| 5Y | +178.4% | +0.5% | +178.0% | +142.3% |
| All | -3.7% | +242.6% | -246.3% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling