+19.5%
IQV vs MTB
+113.5%
-94.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -5.3% | -0.4% | -4.8% | -5.1% |
| 30D | +5.5% | -4.6% | +10.1% | +7.8% |
| 3M | +41.2% | +7.4% | +33.8% | +36.2% |
| 6M | +50.5% | +18.7% | +31.9% | +37.9% |
| YTD | +14.1% | +21.1% | -6.9% | +2.9% |
| 1Y | +39.9% | +24.1% | +15.9% | +24.2% |
| All | +19.5% | +113.5% | -94.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling