+251.2%
IQV vs LII
+166.2%
+85.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.5% |
| 30D | +5.9% | -2.4% | +8.3% | +6.1% |
| 3M | +13.7% | -17.5% | +31.2% | +21.9% |
| 6M | +54.0% | -32.8% | +86.8% | +75.7% |
| YTD | +22.1% | -27.7% | +49.8% | +32.4% |
| 1Y | +29.1% | -28.1% | +57.2% | +40.2% |
| 3Y | +40.4% | -9.7% | +50.1% | +31.7% |
| 5Y | +9.1% | +19.5% | -10.4% | -14.2% |
| 10Y | +251.2% | +170.6% | +80.6% | +92.3% |
| All | +251.2% | +166.2% | +85.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling