+236.7%
IQV vs IAG
+427.6%
-190.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -2.2% | -1.1% | -1.2% | -2.2% |
| 30D | +8.3% | +12.1% | -3.8% | +7.4% |
| 3M | +44.6% | +25.5% | +19.0% | +42.0% |
| 6M | +52.6% | -7.1% | +59.7% | +52.5% |
| YTD | +16.1% | +22.9% | -6.7% | +13.5% |
| 1Y | +37.3% | +83.3% | -46.1% | +30.1% |
| 3Y | +21.6% | +808.5% | -787.0% | +0.7% |
| 5Y | +0.5% | +838.0% | -837.5% | -19.4% |
| All | +236.7% | +427.6% | -190.9% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling