+2.4%
IQV vs GME
-56.3%
+58.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.5% |
| 7D | -2.2% | +10.4% | -12.6% | -2.8% |
| 30D | +8.3% | +14.1% | -5.8% | +7.5% |
| 3M | +44.6% | -4.6% | +49.2% | +44.9% |
| 6M | +52.6% | -13.5% | +66.1% | +53.5% |
| YTD | +16.1% | +5.3% | +10.8% | +15.7% |
| 1Y | +37.3% | -14.9% | +52.2% | +38.2% |
| 3Y | +21.6% | +24.3% | -2.7% | +9.5% |
| All | +2.4% | -56.3% | +58.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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