+225.5%
HOOD vs IQV
+4.2%
+221.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -9.1% | -5.3% | -3.9% | -5.8% |
| 30D | +20.1% | +5.5% | +14.6% | +16.5% |
| 3M | +31.2% | +41.2% | -10.0% | +2.0% |
| 6M | +44.3% | +50.5% | -6.2% | +6.7% |
| YTD | +0.2% | +14.1% | -13.9% | -10.7% |
| 1Y | -3.5% | +39.9% | -43.5% | -26.7% |
| 3Y | +955.2% | +20.5% | +934.7% | +754.8% |
| 5Y | +175.3% | -1.2% | +176.5% | +148.4% |
| All | +225.5% | +4.2% | +221.2% | +184.6% |
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