+21.6%
IQV vs BRO
-7.6%
+29.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -2.2% | -7.3% | +5.1% | +0.5% |
| 30D | +8.3% | -6.9% | +15.2% | +11.1% |
| 3M | +44.6% | +10.7% | +33.9% | +40.8% |
| 6M | +52.6% | -2.7% | +55.3% | +53.6% |
| YTD | +16.1% | -16.3% | +32.5% | +21.9% |
| 1Y | +37.3% | -29.1% | +66.4% | +51.9% |
| 3Y | +21.6% | -7.8% | +29.4% | +22.7% |
| All | +21.6% | -7.6% | +29.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling