-37.6%
GIS vs IQV
+22.1%
-59.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -6.4% | -2.2% | -4.1% | -6.1% |
| 30D | -6.1% | +8.3% | -14.4% | -6.9% |
| 3M | +7.8% | +44.6% | -36.7% | +3.8% |
| 6M | -8.8% | +52.6% | -61.4% | -12.7% |
| YTD | -19.1% | +16.1% | -35.3% | -21.2% |
| 1Y | -24.8% | +37.3% | -62.0% | -28.2% |
| 3Y | -37.6% | +21.6% | -59.1% | -41.9% |
| All | -37.6% | +22.1% | -59.6% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling