+55.4%
IOT vs IQV
-0.8%
+56.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.2% |
| 7D | -4.5% | -2.2% | -2.3% | -3.3% |
| 30D | -2.4% | +8.3% | -10.7% | -7.2% |
| 3M | +19.0% | +44.6% | -25.6% | -5.6% |
| 6M | +19.6% | +52.6% | -32.9% | -8.5% |
| YTD | +8.3% | +16.1% | -7.9% | -3.1% |
| 1Y | -0.8% | +37.3% | -38.1% | -20.4% |
| 3Y | +24.4% | +21.6% | +2.8% | +2.6% |
| All | +55.4% | -0.8% | +56.2% | +80.3% |
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