+150.1%
IBM vs IQV
+4.0%
+146.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | +1.6% | -2.5% | +4.0% | +2.2% |
| 30D | +9.2% | +1.2% | +8.0% | +8.8% |
| 3M | +4.9% | +9.8% | -4.8% | +2.3% |
| 6M | +16.8% | +53.8% | -37.0% | +4.4% |
| YTD | -14.3% | +17.6% | -31.9% | -18.9% |
| 1Y | -16.7% | +18.6% | -35.3% | -21.4% |
| 3Y | +82.2% | +36.9% | +45.3% | +63.4% |
| All | +150.1% | +4.0% | +146.1% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling