-12.4%
IP vs IQV
+9.4%
-21.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | -5.1% | +1.7% | -6.7% | -5.6% |
| 30D | +8.5% | +5.3% | +3.2% | +6.8% |
| 3M | -13.8% | +17.0% | -30.8% | -17.9% |
| 6M | +5.7% | +54.0% | -48.3% | -7.7% |
| YTD | -9.1% | +20.6% | -29.7% | -15.6% |
| 1Y | -0.8% | +28.9% | -29.7% | -9.8% |
| 3Y | +14.8% | +37.0% | -22.2% | -2.4% |
| All | -12.4% | +9.4% | -21.7% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling