+147.3%
IBM vs IQV
+242.6%
-95.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | +1.6% | -2.5% | +4.0% | +2.4% |
| 30D | +9.2% | +1.2% | +8.0% | +8.7% |
| 3M | +4.9% | +9.8% | -4.8% | +1.5% |
| 6M | +16.8% | +53.8% | -37.0% | +0.7% |
| YTD | -14.3% | +17.6% | -31.9% | -20.0% |
| 1Y | -16.7% | +18.6% | -35.3% | -22.5% |
| 3Y | +82.2% | +36.9% | +45.3% | +56.2% |
| 5Y | +149.9% | +4.1% | +145.8% | +129.8% |
| All | +147.3% | +242.6% | -95.3% | +53.9% |
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