+554.2%
GLW vs IQV
+250.3%
+303.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +15.5% | +2.4% | +13.2% | +14.7% |
| 30D | -19.6% | +4.0% | -23.6% | -20.7% |
| 3M | -28.5% | +12.2% | -40.7% | -31.8% |
| 6M | -39.5% | +54.9% | -94.4% | -50.7% |
| YTD | +37.2% | +20.3% | +16.9% | +21.9% |
| 1Y | +35.4% | +22.7% | +12.7% | +19.1% |
| 3Y | +359.7% | +38.3% | +321.4% | +260.9% |
| 5Y | +244.0% | +6.5% | +237.6% | +200.9% |
| All | +554.2% | +250.3% | +303.9% | +224.8% |
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