+21.6%
IQV vs GNRC
+61.6%
-40.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +8.3% | -15.7% | +24.0% | +11.0% |
| 3M | +44.6% | -27.3% | +71.9% | +50.5% |
| 6M | +52.6% | -12.1% | +64.6% | +50.9% |
| YTD | +16.1% | +37.1% | -21.0% | +1.1% |
| 1Y | +37.3% | -0.5% | +37.7% | +29.4% |
| 3Y | +21.6% | +61.5% | -40.0% | -2.6% |
| All | +21.6% | +61.6% | -40.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling