-16.1%
IP vs IQV
+2.2%
-18.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | -5.3% | +2.3% | -7.6% | -5.9% |
| 30D | -10.9% | +13.4% | -24.3% | -14.1% |
| 3M | +11.2% | +43.3% | -32.1% | -0.4% |
| 6M | -10.2% | +50.5% | -60.8% | -21.1% |
| YTD | -2.0% | +18.8% | -20.8% | -8.3% |
| 1Y | -19.1% | +45.5% | -64.6% | -29.2% |
| 3Y | +20.9% | +19.4% | +1.5% | +8.4% |
| All | -16.1% | +2.2% | -18.3% | -25.8% |
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 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