+75.8%
GM vs IQV
-0.1%
+75.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -2.4% | -2.2% | -0.2% | -1.6% |
| 30D | -1.1% | +8.3% | -9.4% | -4.0% |
| 3M | +6.1% | +44.6% | -38.5% | -8.4% |
| 6M | +15.0% | +52.6% | -37.6% | -3.6% |
| YTD | +6.0% | +16.1% | -10.1% | -1.6% |
| 1Y | +47.1% | +37.3% | +9.8% | +26.7% |
| 3Y | +170.5% | +21.6% | +148.9% | +138.3% |
| All | +75.8% | -0.1% | +75.9% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling