+19.5%
IQV vs GTLB
-10.3%
+29.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -5.3% | -4.1% | -1.2% | -4.5% |
| 30D | +5.5% | +12.3% | -6.8% | +2.9% |
| 3M | +41.2% | +65.9% | -24.7% | +27.3% |
| 6M | +50.5% | +104.0% | -53.4% | +29.6% |
| YTD | +14.1% | +26.0% | -11.9% | +6.7% |
| 1Y | +39.9% | -3.5% | +43.4% | +35.7% |
| All | +19.5% | -10.3% | +29.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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