+131.6%
C vs IQV
-1.9%
+133.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.3% |
| 7D | +3.2% | +0.3% | +2.8% | +3.1% |
| 30D | +1.3% | +8.6% | -7.3% | -1.4% |
| 3M | +3.1% | +41.1% | -38.0% | -8.6% |
| 6M | +29.6% | +48.6% | -18.9% | +12.1% |
| YTD | +19.0% | +15.0% | +4.0% | +11.7% |
| 1Y | +45.6% | +38.1% | +7.5% | +26.9% |
| 3Y | +269.3% | +21.4% | +247.9% | +227.3% |
| 5Y | +131.6% | -1.0% | +132.6% | +104.9% |
| All | +131.6% | -1.9% | +133.5% | +104.9% |
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 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