+189.6%
IAU vs IQV
+492.3%
-302.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | +8.6% | -8.3% | +0.1% |
| 3M | +0.7% | +41.1% | -40.4% | -0.3% |
| 6M | -15.5% | +48.6% | -64.1% | -16.5% |
| YTD | +1.0% | +15.0% | -14.0% | +0.3% |
| 1Y | +19.6% | +38.1% | -18.5% | +18.2% |
| 3Y | +125.4% | +21.4% | +104.1% | +123.2% |
| 5Y | +140.7% | -1.0% | +141.8% | +139.0% |
| 10Y | +218.1% | +233.0% | -14.8% | +214.6% |
| All | +189.6% | +492.3% | -302.8% | +187.1% |
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