+833.1%
GLW vs IQV
+236.7%
+596.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +11.7% | -5.3% | +17.0% | +13.7% |
| 30D | +2.7% | +5.5% | -2.9% | +0.4% |
| 3M | -2.8% | +41.2% | -44.1% | -17.1% |
| 6M | +20.2% | +50.5% | -30.4% | -1.8% |
| YTD | +87.3% | +14.1% | +73.1% | +70.1% |
| 1Y | +119.6% | +39.9% | +79.7% | +80.6% |
| 3Y | +453.7% | +20.5% | +433.2% | +363.7% |
| 5Y | +376.1% | -1.2% | +377.3% | +330.0% |
| All | +833.1% | +236.7% | +596.3% | +367.4% |
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