+40.4%
EXC vs IQV
+4.0%
+36.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +1.4% | -2.5% | +3.8% | +1.6% |
| 30D | +8.6% | +1.2% | +7.4% | +8.3% |
| 3M | +2.4% | +9.8% | -7.4% | +1.1% |
| 6M | +6.5% | +53.8% | -47.3% | +0.8% |
| YTD | +9.0% | +17.6% | -8.6% | +6.7% |
| 1Y | +4.6% | +18.6% | -14.0% | +2.1% |
| 3Y | +33.5% | +36.9% | -3.4% | +23.5% |
| All | +40.4% | +4.0% | +36.4% | +35.9% |
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