+193.0%
ARM vs IQV
+27.7%
+165.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +5.8% |
| 7D | -5.3% | +7.9% | -13.2% | -7.7% |
| 30D | -30.0% | +7.3% | -37.3% | -31.6% |
| 3M | -34.1% | +16.8% | -50.9% | -37.6% |
| 6M | -12.6% | +56.0% | -68.7% | -28.6% |
| YTD | +70.4% | +23.7% | +46.7% | +54.1% |
| 1Y | +22.3% | +32.5% | -10.2% | +5.7% |
| 3Y | +261.2% | +45.3% | +215.9% | +173.7% |
| All | +193.0% | +27.7% | +165.3% | +142.2% |
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