+515.6%
IQV vs GAP
-11.2%
+526.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | +8.6% | +9.3% | -0.7% | +6.5% |
| 3M | +41.1% | +6.1% | +35.0% | +39.1% |
| 6M | +48.6% | -2.3% | +50.8% | +47.7% |
| YTD | +15.0% | -10.6% | +25.6% | +15.9% |
| 1Y | +38.1% | -4.4% | +42.6% | +37.0% |
| 3Y | +21.4% | +118.3% | -96.9% | -2.7% |
| 5Y | -1.0% | +12.2% | -13.2% | -14.6% |
| 10Y | +233.0% | +33.7% | +199.2% | +130.2% |
| All | +515.6% | -11.2% | +526.8% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling