+120.6%
IBM vs IQV
-1.9%
+122.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.6% |
| 7D | +3.6% | -2.6% | +6.2% | +4.2% |
| 30D | +1.5% | +6.2% | -4.7% | 0.0% |
| 3M | -12.9% | +38.0% | -50.9% | -19.7% |
| 6M | -3.9% | +43.9% | -47.8% | -12.5% |
| YTD | -17.3% | +14.0% | -31.4% | -21.0% |
| 1Y | -5.0% | +35.5% | -40.5% | -12.7% |
| 3Y | +78.2% | +20.3% | +57.9% | +64.9% |
| 5Y | +120.6% | -1.6% | +122.3% | +102.2% |
| All | +120.6% | -1.9% | +122.5% | +102.2% |
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