-1.2%
IQV vs GAP
+3.0%
-4.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -5.3% | -6.3% | +1.0% | -4.3% |
| 30D | +5.5% | -0.2% | +5.8% | +5.3% |
| 3M | +41.2% | 0.0% | +41.2% | +40.7% |
| 6M | +50.5% | -8.1% | +58.6% | +51.3% |
| YTD | +14.1% | -16.5% | +30.6% | +16.3% |
| 1Y | +39.9% | -10.5% | +50.4% | +40.4% |
| 3Y | +20.5% | +104.0% | -83.5% | +0.3% |
| 5Y | -1.2% | +6.8% | -8.0% | -18.4% |
| All | -1.2% | +3.0% | -4.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling