+20.5%
IQV vs MULL
+2,366.2%
-2,345.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.3% | +9.5% | +0.5% |
| 7D | -5.3% | +3.6% | -8.9% | -5.4% |
| 30D | +5.5% | +22.0% | -16.5% | +4.6% |
| 3M | +41.2% | -8.6% | +49.9% | +37.5% |
| 6M | +50.5% | +248.5% | -198.0% | +25.2% |
| YTD | +14.1% | +516.3% | -502.1% | -12.0% |
| 1Y | +39.9% | +2,036.6% | -1,996.7% | -9.6% |
| All | +20.5% | +2,366.2% | -2,345.7% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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