-1.7%
IP vs IQV
+30.8%
-32.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.4% |
| 7D | -3.0% | +7.9% | -10.9% | -4.5% |
| 30D | +10.6% | +7.3% | +3.3% | +9.0% |
| 3M | -13.6% | +16.8% | -30.4% | -16.3% |
| 6M | +10.4% | +56.0% | -45.6% | +0.8% |
| YTD | -6.5% | +23.7% | -30.2% | -14.5% |
| All | -1.7% | +30.8% | -32.5% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling