+535.9%
IQV vs BAH
+577.8%
-41.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | +2.3% | -3.2% | +5.5% | +3.3% |
| 30D | +13.4% | +2.0% | +11.4% | +12.6% |
| 3M | +43.3% | -7.6% | +50.9% | +46.0% |
| 6M | +50.5% | -5.7% | +56.2% | +51.5% |
| YTD | +18.8% | -11.7% | +30.5% | +21.5% |
| 1Y | +45.5% | -27.4% | +72.8% | +57.6% |
| 3Y | +19.4% | -32.5% | +51.9% | +27.6% |
| 5Y | +1.7% | -3.3% | +5.1% | -5.9% |
| 10Y | +247.9% | +186.0% | +61.9% | +136.6% |
| All | +535.9% | +577.8% | -41.9% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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