+123.6%
HOOD vs IQV
+7.4%
+116.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -2.9% |
| 7D | -3.8% | -2.5% | -1.3% | -2.1% |
| 30D | -23.0% | +1.2% | -24.2% | -23.5% |
| 3M | -21.6% | +9.8% | -31.4% | -26.0% |
| 6M | +1.4% | +53.8% | -52.4% | -25.8% |
| YTD | -31.2% | +17.6% | -48.8% | -40.0% |
| 1Y | -35.9% | +18.6% | -54.5% | -44.6% |
| 3Y | +836.9% | +36.9% | +800.1% | +582.3% |
| 5Y | +121.1% | +4.1% | +117.0% | +93.0% |
| All | +123.6% | +7.4% | +116.2% | +91.4% |
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