-15.7%
AWK vs IQV
-1.9%
-13.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -0.7% | -5.3% | +4.5% | +0.2% |
| 30D | +2.8% | +5.5% | -2.7% | +1.8% |
| 3M | +11.3% | +41.2% | -29.9% | +4.5% |
| 6M | +6.7% | +50.5% | -43.8% | -1.5% |
| YTD | +9.4% | +14.1% | -4.8% | +6.3% |
| 1Y | +3.7% | +39.9% | -36.2% | -4.2% |
| 3Y | +9.2% | +20.5% | -11.3% | +2.5% |
| 5Y | -15.7% | -1.2% | -14.5% | -16.6% |
| All | -15.7% | -1.9% | -13.8% | -16.6% |
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