+515.6%
IQV vs MTB
+234.2%
+281.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +0.3% | +2.8% | -2.4% | -0.7% |
| 30D | +8.6% | -4.2% | +12.8% | +10.3% |
| 3M | +41.1% | +7.8% | +33.3% | +37.1% |
| 6M | +48.6% | +14.8% | +33.7% | +40.6% |
| YTD | +15.0% | +20.8% | -5.8% | +6.5% |
| 1Y | +38.1% | +23.1% | +15.0% | +26.7% |
| 3Y | +21.4% | +114.8% | -93.4% | -10.1% |
| 5Y | -1.0% | +103.3% | -104.3% | -27.3% |
| 10Y | +233.0% | +173.0% | +60.0% | +98.6% |
| All | +515.6% | +234.2% | +281.3% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling