+311.3%
ARM vs IQV
+18.7%
+292.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +4.8% |
| 7D | +11.4% | +0.3% | +11.0% | +11.1% |
| 30D | -7.4% | +8.6% | -16.0% | -10.2% |
| 3M | -24.5% | +41.1% | -65.6% | -35.8% |
| 6M | +128.7% | +48.6% | +80.1% | +88.2% |
| YTD | +139.3% | +15.0% | +124.3% | +121.9% |
| 1Y | +88.0% | +38.1% | +49.8% | +55.1% |
| All | +311.3% | +18.7% | +292.6% | +248.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling