+515.6%
IQV vs LEN
+125.5%
+390.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -1.8% |
| 7D | +0.3% | -2.9% | +3.2% | +1.4% |
| 30D | +8.6% | -8.9% | +17.4% | +12.2% |
| 3M | +41.1% | -10.9% | +52.0% | +46.5% |
| 6M | +48.6% | -19.7% | +68.2% | +59.2% |
| YTD | +15.0% | -20.6% | +35.6% | +22.7% |
| 1Y | +38.1% | -42.4% | +80.5% | +65.1% |
| 3Y | +21.4% | -26.5% | +47.9% | +29.5% |
| 5Y | -1.0% | -10.9% | +9.9% | -4.0% |
| 10Y | +233.0% | +100.6% | +132.3% | +120.9% |
| All | +515.6% | +125.5% | +390.1% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling