+529.0%
IQV vs AR
-27.2%
+556.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +2.3% | +2.5% | -0.2% | +2.0% |
| 30D | +13.4% | +14.8% | -1.4% | +11.8% |
| 3M | +43.3% | +6.2% | +37.1% | +42.2% |
| 6M | +50.5% | +4.3% | +46.2% | +49.3% |
| YTD | +18.8% | +14.4% | +4.4% | +16.5% |
| 1Y | +45.5% | +21.3% | +24.1% | +41.5% |
| 3Y | +19.4% | +39.8% | -20.4% | +13.0% |
| 5Y | +1.7% | +142.1% | -140.3% | -10.2% |
| 10Y | +247.9% | +52.0% | +195.9% | +156.4% |
| All | +529.0% | -27.2% | +556.2% | +389.8% |
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