+23.9%
IP vs IQV
+19.4%
+4.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | -5.3% | +2.3% | -7.6% | -5.8% |
| 30D | -10.9% | +13.4% | -24.3% | -13.5% |
| 3M | +11.2% | +43.3% | -32.1% | +1.7% |
| 6M | -10.2% | +50.5% | -60.8% | -19.1% |
| YTD | -2.0% | +18.8% | -20.8% | -7.1% |
| 1Y | -19.1% | +45.5% | -64.6% | -27.3% |
| All | +23.9% | +19.4% | +4.5% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling