+511.0%
IQV vs ITOT
+457.5%
+53.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.8% |
| 7D | -5.3% | -2.0% | -3.2% | -3.1% |
| 30D | +5.5% | -2.0% | +7.5% | +7.8% |
| 3M | +41.2% | +4.5% | +36.7% | +33.7% |
| 6M | +50.5% | +12.6% | +37.9% | +31.1% |
| YTD | +14.1% | +12.0% | +2.2% | +0.4% |
| 1Y | +39.9% | +17.3% | +22.7% | +16.9% |
| 3Y | +20.5% | +75.2% | -54.7% | -35.1% |
| 5Y | -1.2% | +74.0% | -75.2% | -46.1% |
| 10Y | +233.9% | +298.6% | -64.8% | -19.6% |
| All | +511.0% | +457.5% | +53.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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