+18.4%
BROS vs IQV
+0.1%
+18.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -6.1% | -5.3% | -0.8% | -3.6% |
| 30D | -12.4% | +5.5% | -17.9% | -14.8% |
| 3M | -27.9% | +41.2% | -69.2% | -40.3% |
| 6M | -16.8% | +50.5% | -67.3% | -34.2% |
| YTD | -29.0% | +14.1% | -43.2% | -35.3% |
| 1Y | -33.2% | +39.9% | -73.1% | -45.9% |
| 3Y | +56.8% | +20.5% | +36.3% | +28.0% |
| All | +18.4% | +0.1% | +18.3% | +13.7% |
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