+2.4%
IQV vs IRM
+197.3%
-194.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | -2.2% | -1.4% | -0.8% | -1.7% |
| 30D | +8.3% | -7.4% | +15.7% | +11.2% |
| 3M | +44.6% | -7.4% | +51.9% | +47.4% |
| 6M | +52.6% | +8.7% | +43.9% | +44.4% |
| YTD | +16.1% | +40.9% | -24.8% | -2.9% |
| 1Y | +37.3% | +20.5% | +16.8% | +22.2% |
| 3Y | +21.6% | +101.7% | -80.1% | -21.6% |
| All | +2.4% | +197.3% | -194.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling