+94.8%
AUR vs IQV
+22.1%
+72.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +0.6% |
| 7D | +1.4% | -2.2% | +3.7% | +2.6% |
| 30D | -6.4% | +8.3% | -14.7% | -10.5% |
| 3M | +7.7% | +44.6% | -36.9% | -16.0% |
| 6M | +44.5% | +52.6% | -8.1% | +7.5% |
| YTD | +67.4% | +16.1% | +51.3% | +49.1% |
| 1Y | +15.4% | +37.3% | -21.8% | -10.3% |
| 3Y | +94.8% | +21.6% | +73.3% | +49.6% |
| All | +94.8% | +22.1% | +72.8% | +49.6% |
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 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