+521.6%
IQV vs NTRS
+388.9%
+132.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.8% |
| 30D | +8.3% | -0.7% | +9.0% | +8.5% |
| 3M | +44.6% | +11.3% | +33.3% | +37.2% |
| 6M | +52.6% | +35.5% | +17.0% | +32.0% |
| YTD | +16.1% | +40.6% | -24.5% | -1.2% |
| 1Y | +37.3% | +49.2% | -11.9% | +13.4% |
| 3Y | +21.6% | +167.2% | -145.7% | -23.9% |
| 5Y | +0.5% | +94.9% | -94.4% | -29.6% |
| 10Y | +239.7% | +259.5% | -19.8% | +74.4% |
| All | +521.6% | +388.9% | +132.8% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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