+21.7%
BAC vs IQV
+6.5%
+15.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.5% | +2.4% | -0.8% | +0.8% |
| 30D | -6.4% | +4.0% | -10.4% | -7.5% |
| 3M | -21.7% | +12.2% | -33.8% | -24.4% |
| 6M | +0.5% | +54.9% | -54.4% | -12.6% |
| YTD | -6.7% | +20.3% | -27.0% | -13.1% |
| 1Y | -4.7% | +22.7% | -27.4% | -11.9% |
| 3Y | +96.1% | +38.3% | +57.7% | +66.4% |
| 5Y | +21.7% | +6.5% | +15.2% | +4.3% |
| All | +21.7% | +6.5% | +15.2% | +4.3% |
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