+521.6%
IQV vs GWRE
+225.5%
+296.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -2.2% | -13.2% | +11.0% | +2.4% |
| 30D | +8.3% | -18.6% | +26.9% | +14.4% |
| 3M | +44.6% | +18.9% | +25.7% | +33.5% |
| 6M | +52.6% | -11.0% | +63.5% | +52.9% |
| YTD | +16.1% | -29.9% | +46.0% | +25.5% |
| 1Y | +37.3% | -44.3% | +81.6% | +60.2% |
| 3Y | +21.6% | +51.7% | -30.1% | -6.2% |
| 5Y | +0.5% | +15.4% | -15.0% | -17.4% |
| 10Y | +239.7% | +129.4% | +110.2% | +119.8% |
| All | +521.6% | +225.5% | +296.2% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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