+546.3%
IQV vs AR
-30.5%
+576.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.8% |
| 7D | +4.8% | -5.8% | +10.5% | +5.4% |
| 30D | +5.9% | +4.8% | +1.1% | +5.2% |
| 3M | +13.7% | +1.5% | +12.2% | +13.3% |
| 6M | +54.0% | +4.7% | +49.3% | +52.7% |
| YTD | +22.1% | +9.2% | +12.9% | +20.1% |
| 1Y | +29.1% | +11.2% | +18.0% | +26.7% |
| 3Y | +40.4% | +46.2% | -5.9% | +32.3% |
| 5Y | +9.1% | +98.1% | -88.9% | -1.7% |
| 10Y | +251.2% | +54.5% | +196.7% | +158.9% |
| All | +546.3% | -30.5% | +576.9% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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