+39.0%
IP vs IQV
+528.8%
-489.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | 0.0% | +4.8% | -4.8% | -1.7% |
| 30D | +9.4% | +5.9% | +3.5% | +6.9% |
| 3M | -14.1% | +13.7% | -27.8% | -18.4% |
| 6M | +9.2% | +54.0% | -44.8% | -8.6% |
| YTD | -7.5% | +22.1% | -29.6% | -16.7% |
| 1Y | -2.8% | +29.1% | -31.9% | -14.4% |
| 3Y | +21.2% | +40.4% | -19.2% | -1.5% |
| 5Y | -11.5% | +9.1% | -20.6% | -21.9% |
| 10Y | +23.7% | +251.2% | -227.6% | -35.1% |
| All | +39.0% | +528.8% | -489.8% | -39.9% |
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