+228.9%
ARM vs IQV
+38.2%
+190.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.9% |
| 7D | -15.2% | +1.7% | -16.9% | -15.6% |
| 30D | -40.7% | +5.3% | -46.0% | -41.6% |
| 3M | -39.1% | +17.0% | -56.0% | -42.2% |
| 6M | -26.4% | +54.0% | -80.5% | -39.0% |
| YTD | +59.7% | +20.6% | +39.2% | +46.8% |
| 1Y | +10.3% | +28.9% | -18.6% | -2.8% |
| 3Y | +228.9% | +37.0% | +191.8% | +156.0% |
| All | +228.9% | +38.2% | +190.6% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling