-2.5%
IBM vs IQV
+46.0%
-48.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -0.3% | +2.3% | -2.6% | -1.0% |
| 30D | +0.3% | +13.4% | -13.2% | -3.8% |
| 3M | -21.6% | +43.3% | -64.9% | -30.5% |
| 6M | -4.7% | +50.5% | -55.2% | -17.0% |
| YTD | -19.1% | +18.8% | -37.9% | -25.2% |
| 1Y | -2.5% | +45.5% | -48.0% | -11.7% |
| All | -2.5% | +46.0% | -48.5% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling