+29.7%
IQV vs COMP
-49.7%
+79.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +6.2% | -13.9% | +20.1% | +8.3% |
| 3M | +38.0% | +30.7% | +7.3% | +32.2% |
| 6M | +43.9% | +18.7% | +25.3% | +38.2% |
| YTD | +14.0% | +1.0% | +13.0% | +11.7% |
| 1Y | +35.5% | +15.1% | +20.4% | +29.6% |
| 3Y | +20.3% | +219.8% | -199.4% | -5.5% |
| 5Y | -1.6% | -28.7% | +27.0% | -20.1% |
| All | +29.7% | -49.7% | +79.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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