+157.9%
IQV vs NTR
+98.7%
+59.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -5.3% | -2.5% | -2.8% | -4.6% |
| 30D | +5.5% | +17.0% | -11.5% | +0.5% |
| 3M | +41.2% | +22.2% | +19.1% | +32.6% |
| 6M | +50.5% | +5.2% | +45.4% | +46.5% |
| YTD | +14.1% | +29.7% | -15.5% | +3.5% |
| 1Y | +39.9% | +39.4% | +0.5% | +23.2% |
| 3Y | +20.5% | +38.2% | -17.7% | +4.2% |
| 5Y | -1.2% | +47.6% | -48.8% | -24.6% |
| All | +157.9% | +98.7% | +59.2% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling