+188.9%
GLD vs IQV
+511.9%
-323.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | +4.4% | +13.4% | -9.0% | +4.0% |
| 3M | -1.1% | +43.3% | -44.4% | -2.1% |
| 6M | -13.8% | +50.5% | -64.3% | -14.9% |
| YTD | +2.6% | +18.8% | -16.2% | +1.8% |
| 1Y | +24.5% | +45.5% | -21.0% | +22.8% |
| 3Y | +125.8% | +19.4% | +106.5% | +123.7% |
| 5Y | +137.8% | +1.7% | +136.1% | +135.8% |
| 10Y | +221.4% | +247.9% | -26.6% | +217.1% |
| All | +188.9% | +511.9% | -323.0% | +185.9% |
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 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