+21.6%
IQV vs IRM
+102.2%
-80.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | +8.3% | -7.4% | +15.7% | +10.4% |
| 3M | +44.6% | -7.4% | +51.9% | +46.6% |
| 6M | +52.6% | +8.7% | +43.9% | +45.8% |
| YTD | +16.1% | +40.9% | -24.8% | -0.2% |
| 1Y | +37.3% | +20.5% | +16.8% | +24.5% |
| 3Y | +21.6% | +101.7% | -80.1% | -26.5% |
| All | +21.6% | +102.2% | -80.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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