+67.0%
IQV vs AMRZ
-17.3%
+84.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.0% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | +8.6% | -9.8% | +18.4% | +11.5% |
| 3M | +41.1% | -17.2% | +58.3% | +47.3% |
| 6M | +48.6% | -26.9% | +75.5% | +60.8% |
| YTD | +15.0% | -21.5% | +36.5% | +21.8% |
| 1Y | +38.1% | -22.9% | +61.0% | +45.8% |
| All | +67.0% | -17.3% | +84.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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