+19.7%
BROS vs IQV
+1.8%
+17.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.2% |
| 7D | -5.8% | -2.2% | -3.5% | -4.7% |
| 30D | -14.0% | +8.3% | -22.3% | -17.4% |
| 3M | -32.5% | +44.6% | -77.1% | -44.7% |
| 6M | -14.9% | +52.6% | -67.5% | -33.1% |
| YTD | -28.3% | +16.1% | -44.4% | -35.2% |
| 1Y | -34.0% | +37.3% | -71.3% | -45.9% |
| 3Y | +63.0% | +21.6% | +41.4% | +33.0% |
| All | +19.7% | +1.8% | +17.9% | +14.0% |
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