+134.5%
IBM vs IQV
+236.7%
-102.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -0.3% | -5.3% | +5.0% | +1.4% |
| 30D | -1.8% | +5.5% | -7.4% | -3.6% |
| 3M | -13.5% | +41.2% | -54.7% | -23.0% |
| 6M | -5.1% | +50.5% | -55.6% | -17.6% |
| YTD | -19.4% | +14.1% | -33.5% | -23.9% |
| 1Y | -6.5% | +39.9% | -46.5% | -17.6% |
| 3Y | +73.8% | +20.5% | +53.3% | +55.7% |
| 5Y | +116.3% | -1.2% | +117.5% | +102.5% |
| All | +134.5% | +236.7% | -102.2% | +46.4% |
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