+511.0%
IQV vs BG
+145.0%
+366.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -5.3% | +3.7% | -9.0% | -6.2% |
| 30D | +5.5% | +12.3% | -6.8% | +2.2% |
| 3M | +41.2% | -2.2% | +43.5% | +41.3% |
| 6M | +50.5% | +5.3% | +45.2% | +47.2% |
| YTD | +14.1% | +42.4% | -28.3% | +2.6% |
| 1Y | +39.9% | +55.2% | -15.3% | +22.3% |
| 3Y | +20.5% | +21.0% | -0.5% | +11.0% |
| 5Y | -1.2% | +87.1% | -88.4% | -21.6% |
| 10Y | +233.9% | +169.8% | +64.0% | +115.4% |
| All | +511.0% | +145.0% | +366.1% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling