+299.7%
ARM vs IQV
+17.8%
+281.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +4.8% | -5.3% | +10.0% | +6.6% |
| 30D | -5.5% | +5.5% | -11.0% | -7.4% |
| 3M | -17.3% | +41.2% | -58.6% | -29.8% |
| 6M | +110.9% | +50.5% | +60.3% | +72.4% |
| YTD | +132.5% | +14.1% | +118.4% | +116.2% |
| 1Y | +64.9% | +39.9% | +25.0% | +35.1% |
| All | +299.7% | +17.8% | +281.9% | +239.6% |
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 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