+25.0%
IQV vs COPX
+31.7%
-6.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.2% |
| 7D | -5.5% | -3.0% | -2.5% | -5.3% |
| 30D | -0.9% | -13.6% | +12.8% | +0.1% |
| 3M | +15.6% | -11.2% | +26.8% | +16.4% |
| 6M | +63.9% | -2.4% | +66.3% | +61.9% |
| YTD | +17.0% | +4.2% | +12.8% | +13.0% |
| 1Y | +25.0% | +32.2% | -7.1% | +16.0% |
| All | +25.0% | +31.7% | -6.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling