+515.6%
IQV vs IRM
+570.4%
-54.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +0.3% | +1.6% | -1.3% | -0.2% |
| 30D | +8.6% | -4.2% | +12.8% | +9.9% |
| 3M | +41.1% | -5.4% | +46.5% | +42.6% |
| 6M | +48.6% | +12.0% | +36.5% | +41.1% |
| YTD | +15.0% | +42.0% | -27.1% | +0.1% |
| 1Y | +38.1% | +29.9% | +8.2% | +23.3% |
| 3Y | +21.4% | +104.4% | -83.0% | -8.9% |
| 5Y | -1.0% | +191.0% | -192.0% | -34.1% |
| 10Y | +233.0% | +417.1% | -184.1% | +79.0% |
| All | +515.6% | +570.4% | -54.9% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling