+101.6%
IBM vs IQV
+511.9%
-410.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -21.6% | +43.3% | -64.9% | -30.2% |
| 6M | -4.7% | +50.5% | -55.2% | -16.9% |
| YTD | -19.1% | +18.8% | -37.9% | -24.4% |
| 1Y | -2.5% | +45.5% | -48.0% | -14.7% |
| 3Y | +74.2% | +19.4% | +54.8% | +57.3% |
| 5Y | +113.1% | +1.7% | +111.4% | +97.9% |
| 10Y | +133.5% | +247.9% | -114.4% | +41.4% |
| All | +101.6% | +511.9% | -410.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling