+47.3%
IP vs IQV
+511.9%
-464.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | -5.3% | +2.3% | -7.6% | -6.1% |
| 30D | -10.9% | +13.4% | -24.3% | -15.1% |
| 3M | +11.2% | +43.3% | -32.1% | -3.9% |
| 6M | -10.2% | +50.5% | -60.8% | -24.5% |
| YTD | -2.0% | +18.8% | -20.8% | -10.6% |
| 1Y | -19.1% | +45.5% | -64.6% | -32.2% |
| 3Y | +20.9% | +19.4% | +1.5% | +5.2% |
| 5Y | -17.8% | +1.7% | -19.5% | -25.3% |
| 10Y | +23.5% | +247.9% | -224.4% | -34.8% |
| All | +47.3% | +511.9% | -464.6% | -35.5% |
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