+217.6%
BAC vs IQV
+242.6%
-24.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | +3.2% | -2.5% | +5.7% | +4.2% |
| 30D | -0.7% | +1.2% | -1.9% | -1.4% |
| 3M | -20.0% | +9.8% | -29.8% | -23.4% |
| 6M | +3.4% | +53.8% | -50.4% | -15.2% |
| YTD | -5.7% | +17.6% | -23.4% | -14.8% |
| 1Y | -1.4% | +18.6% | -20.0% | -11.4% |
| 3Y | +97.9% | +36.9% | +61.0% | +57.5% |
| 5Y | +22.9% | +4.1% | +18.8% | +9.3% |
| All | +217.6% | +242.6% | -24.9% | +68.9% |
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