+25.1%
BROS vs IQV
+0.8%
+24.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | +0.1% |
| 7D | -0.9% | +0.3% | -1.3% | -1.2% |
| 30D | -13.5% | +8.6% | -22.0% | -17.1% |
| 3M | -18.4% | +41.1% | -59.5% | -32.5% |
| 6M | -10.6% | +48.6% | -59.1% | -28.7% |
| YTD | -25.1% | +15.0% | -40.1% | -32.0% |
| 1Y | -28.6% | +38.1% | -66.8% | -41.8% |
| 3Y | +65.6% | +21.4% | +44.2% | +34.7% |
| All | +25.1% | +0.8% | +24.2% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling