+283.4%
IJR vs IQV
+488.0%
-204.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.3% | -5.3% | +3.0% | -0.2% |
| 30D | -4.7% | +5.5% | -10.2% | -6.9% |
| 3M | +2.1% | +41.2% | -39.1% | -12.5% |
| 6M | +13.9% | +50.5% | -36.7% | -6.0% |
| YTD | +18.2% | +14.1% | +4.1% | +8.5% |
| 1Y | +21.8% | +39.9% | -18.1% | +1.7% |
| 3Y | +52.2% | +20.5% | +31.7% | +31.0% |
| 5Y | +40.1% | -1.2% | +41.3% | +29.0% |
| 10Y | +169.7% | +233.9% | -64.2% | +43.7% |
| All | +283.4% | +488.0% | -204.6% | +69.3% |
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