+510.3%
IQV vs GWW
+527.8%
-17.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | +6.2% | -1.4% | +7.6% | +6.7% |
| 3M | +38.0% | -3.6% | +41.6% | +39.6% |
| 6M | +43.9% | +15.1% | +28.8% | +35.5% |
| YTD | +14.0% | +27.5% | -13.5% | +2.7% |
| 1Y | +35.5% | +29.6% | +5.9% | +21.2% |
| 3Y | +20.3% | +90.1% | -69.7% | -7.7% |
| 5Y | -1.6% | +222.6% | -224.3% | -38.4% |
| 10Y | +233.4% | +566.5% | -333.1% | +68.1% |
| All | +510.3% | +527.8% | -17.5% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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