+511.0%
IQV vs MKTX
+322.6%
+188.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | +5.5% | +0.8% | +4.7% | +5.3% |
| 3M | +41.2% | +41.1% | +0.1% | +26.9% |
| 6M | +50.5% | -9.5% | +60.1% | +52.8% |
| YTD | +14.1% | -8.7% | +22.8% | +15.4% |
| 1Y | +39.9% | -10.0% | +49.9% | +41.6% |
| 3Y | +20.5% | -24.6% | +45.1% | +24.0% |
| 5Y | -1.2% | -60.3% | +59.1% | +20.1% |
| 10Y | +233.9% | +5.0% | +228.8% | +201.7% |
| All | +511.0% | +322.6% | +188.4% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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