+32.0%
IQV vs AS
+142.2%
-110.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.6% | +2.1% |
| 7D | +7.9% | +5.8% | +2.1% | +6.9% |
| 30D | +7.3% | +15.4% | -8.1% | +4.6% |
| 3M | +16.8% | -11.9% | +28.7% | +19.1% |
| 6M | +56.0% | -9.9% | +65.9% | +58.0% |
| YTD | +23.7% | -13.1% | +36.8% | +25.7% |
| 1Y | +32.5% | +9.9% | +22.6% | +29.2% |
| All | +32.0% | +142.2% | -110.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling