+162.4%
IQV vs NTR
+97.9%
+64.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -2.2% | -1.3% | -1.0% | -1.9% |
| 30D | +8.3% | +16.8% | -8.5% | +3.3% |
| 3M | +44.6% | +20.7% | +23.8% | +36.2% |
| 6M | +52.6% | +0.5% | +52.0% | +50.7% |
| YTD | +16.1% | +29.2% | -13.1% | +5.4% |
| 1Y | +37.3% | +39.6% | -2.3% | +20.8% |
| 3Y | +21.6% | +37.9% | -16.3% | +5.2% |
| 5Y | +0.5% | +47.1% | -46.6% | -23.2% |
| All | +162.4% | +97.9% | +64.5% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling