+67.8%
HYG vs IQV
+498.2%
-430.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.3% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -0.7% | +8.3% | -9.0% | -1.8% |
| 3M | -0.2% | +44.6% | -44.8% | -5.4% |
| 6M | +1.4% | +52.6% | -51.1% | -4.9% |
| YTD | +1.5% | +16.1% | -14.7% | -1.4% |
| 1Y | +2.9% | +37.3% | -34.4% | -2.7% |
| 3Y | +25.6% | +21.6% | +4.1% | +19.0% |
| 5Y | +18.6% | +0.5% | +18.1% | +14.3% |
| 10Y | +55.7% | +239.7% | -183.9% | +23.5% |
| All | +67.8% | +498.2% | -430.4% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling