+535.9%
IQV vs COO
+142.8%
+393.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | +2.3% | -2.2% | +4.5% | +3.5% |
| 30D | +13.4% | -7.0% | +20.5% | +17.8% |
| 3M | +43.3% | +12.2% | +31.1% | +34.4% |
| 6M | +50.5% | -15.1% | +65.6% | +63.4% |
| YTD | +18.8% | -15.1% | +33.9% | +29.1% |
| 1Y | +45.5% | +2.3% | +43.1% | +42.6% |
| 3Y | +19.4% | -23.7% | +43.0% | +31.9% |
| 5Y | +1.7% | -38.9% | +40.7% | +24.2% |
| 10Y | +247.9% | +49.9% | +198.0% | +185.8% |
| All | +535.9% | +142.8% | +393.1% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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