+535.9%
IQV vs BBWI
-25.4%
+561.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.0% |
| 7D | +2.3% | +1.5% | +0.8% | +2.0% |
| 30D | +13.4% | -5.2% | +18.6% | +14.2% |
| 3M | +43.3% | +11.1% | +32.2% | +39.2% |
| 6M | +50.5% | -13.4% | +63.9% | +52.5% |
| YTD | +18.8% | +0.1% | +18.7% | +16.5% |
| 1Y | +45.5% | -36.1% | +81.6% | +54.2% |
| 3Y | +19.4% | -44.1% | +63.5% | +25.7% |
| 5Y | +1.7% | -66.2% | +68.0% | +14.3% |
| 10Y | +247.9% | -54.8% | +302.7% | +209.5% |
| All | +535.9% | -25.4% | +561.2% | +416.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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