+535.9%
IQV vs ALK
+38.6%
+497.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.8% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +13.4% | -19.2% | +32.7% | +19.8% |
| 3M | +43.3% | -1.5% | +44.8% | +42.3% |
| 6M | +50.5% | -13.1% | +63.6% | +53.0% |
| YTD | +18.8% | -16.4% | +35.2% | +21.1% |
| 1Y | +45.5% | -33.1% | +78.5% | +56.8% |
| 3Y | +19.4% | +0.6% | +18.7% | +9.6% |
| 5Y | +1.7% | -26.4% | +28.1% | -0.5% |
| 10Y | +247.9% | -34.2% | +282.1% | +203.4% |
| All | +535.9% | +38.6% | +497.2% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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