+17.7%
IQV vs IRE
-85.3%
+102.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +7.9% | +0.1% |
| 7D | -5.3% | +7.9% | -13.2% | -5.2% |
| 30D | +5.5% | +9.3% | -3.7% | +5.6% |
| 3M | +41.2% | -52.3% | +93.6% | +43.1% |
| 6M | +50.5% | -38.5% | +89.0% | +48.5% |
| YTD | +14.1% | -54.8% | +69.0% | +13.6% |
| All | +17.7% | -85.3% | +102.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling