+510.3%
IQV vs GME
+203.5%
+306.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.0% |
| 7D | -2.6% | +4.8% | -7.4% | -2.7% |
| 30D | +6.2% | +5.9% | +0.3% | +6.0% |
| 3M | +38.0% | -10.7% | +48.7% | +38.3% |
| 6M | +43.9% | -19.8% | +63.7% | +44.6% |
| YTD | +14.0% | -0.9% | +15.0% | +14.0% |
| 1Y | +35.5% | -15.7% | +51.2% | +36.0% |
| 3Y | +20.3% | +12.3% | +8.0% | +16.6% |
| 5Y | -1.6% | -60.1% | +58.4% | -4.0% |
| 10Y | +233.4% | +265.3% | -31.9% | +136.7% |
| All | +510.3% | +203.5% | +306.8% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling