+157.2%
EXC vs IQV
+236.7%
-79.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -5.3% | +3.6% | -0.2% |
| 30D | -2.4% | +5.5% | -7.9% | -3.9% |
| 3M | -4.0% | +41.2% | -45.2% | -13.0% |
| 6M | -9.8% | +50.5% | -60.3% | -20.4% |
| YTD | +2.3% | +14.1% | -11.8% | -3.1% |
| 1Y | +3.8% | +39.9% | -36.1% | -8.3% |
| 3Y | +19.7% | +20.5% | -0.8% | +6.6% |
| 5Y | +45.6% | -1.2% | +46.8% | +36.7% |
| All | +157.2% | +236.7% | -79.5% | +54.7% |
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 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