+159.3%
GLD vs IQV
+527.4%
-368.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.0% | +4.1% | -6.0% | -2.1% |
| 30D | -4.4% | +4.7% | -9.1% | -4.6% |
| 3M | -8.9% | +12.6% | -21.5% | -9.3% |
| 6M | -16.0% | +58.2% | -74.2% | -17.1% |
| YTD | -7.9% | +21.8% | -29.6% | -8.7% |
| 1Y | -3.9% | +25.6% | -29.5% | -4.8% |
| 3Y | +103.4% | +40.1% | +63.3% | +100.6% |
| 5Y | +109.7% | +8.7% | +101.0% | +107.6% |
| 10Y | +211.8% | +255.9% | -44.1% | +207.2% |
| All | +159.3% | +527.4% | -368.0% | +156.5% |
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