+551.9%
IQV vs M
-9.6%
+561.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +4.1% | -3.3% | +7.4% | +4.6% |
| 30D | +4.7% | +8.1% | -3.4% | +3.1% |
| 3M | +12.6% | +2.2% | +10.4% | +11.8% |
| 6M | +58.2% | +35.1% | +23.1% | +49.1% |
| YTD | +21.8% | +15.8% | +6.0% | +17.4% |
| 1Y | +25.6% | +25.8% | -0.2% | +19.2% |
| 3Y | +40.1% | +156.2% | -116.2% | +14.2% |
| 5Y | +8.7% | -2.4% | +11.0% | -0.8% |
| 10Y | +255.9% | -7.1% | +263.0% | +168.4% |
| All | +551.9% | -9.6% | +561.5% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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