-1.2%
IQV vs LEN
-13.7%
+12.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +1.5% |
| 7D | -5.3% | -7.8% | +2.5% | -2.2% |
| 30D | +5.5% | -11.0% | +16.5% | +10.5% |
| 3M | +41.2% | -12.8% | +54.0% | +48.4% |
| 6M | +50.5% | -20.2% | +70.7% | +63.0% |
| YTD | +14.1% | -23.0% | +37.2% | +24.0% |
| 1Y | +39.9% | -41.8% | +81.8% | +71.1% |
| 3Y | +20.5% | -28.8% | +49.3% | +27.4% |
| 5Y | -1.2% | -12.6% | +11.4% | -10.1% |
| All | -1.2% | -13.7% | +12.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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