+185.4%
ARM vs IQV
+26.0%
+159.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | -10.4% | +4.8% | -15.2% | -11.7% |
| 30D | -31.8% | +5.9% | -37.7% | -33.0% |
| 3M | -32.2% | +13.7% | -45.9% | -35.3% |
| 6M | -14.9% | +54.0% | -68.9% | -30.1% |
| YTD | +66.0% | +22.1% | +44.0% | +50.8% |
| 1Y | +17.2% | +29.1% | -11.9% | +2.5% |
| 3Y | +247.2% | +40.4% | +206.8% | +169.5% |
| All | +185.4% | +26.0% | +159.4% | +137.0% |
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