+506.6%
APP vs IQV
+30.6%
+476.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.8% |
| 7D | +61.1% | +4.8% | +56.3% | +57.2% |
| 30D | +42.8% | +5.9% | +36.9% | +38.5% |
| 3M | +16.7% | +13.7% | +3.0% | +8.5% |
| 6M | -15.6% | +54.0% | -69.6% | -35.4% |
| YTD | -41.3% | +22.1% | -63.4% | -48.8% |
| 1Y | -39.3% | +29.1% | -68.4% | -49.0% |
| 3Y | +803.2% | +40.4% | +762.8% | +532.0% |
| 5Y | +313.2% | +9.1% | +304.0% | +273.5% |
| All | +506.6% | +30.6% | +476.1% | +428.5% |
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 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