+236.7%
IQV vs BG
+166.7%
+70.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | -2.2% | +3.1% | -5.4% | -3.1% |
| 30D | +8.3% | +10.2% | -1.9% | +5.2% |
| 3M | +44.6% | -1.7% | +46.3% | +44.4% |
| 6M | +52.6% | +1.0% | +51.6% | +50.7% |
| YTD | +16.1% | +39.9% | -23.8% | +4.0% |
| 1Y | +37.3% | +53.2% | -15.9% | +19.0% |
| 3Y | +21.6% | +16.3% | +5.3% | +12.6% |
| 5Y | +0.5% | +83.9% | -83.4% | -22.1% |
| All | +236.7% | +166.7% | +70.1% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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