+21.6%
IQV vs NWSA
+43.3%
-21.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -2.2% | -2.8% | +0.6% | -0.7% |
| 30D | +8.3% | +3.0% | +5.3% | +6.6% |
| 3M | +44.6% | +12.3% | +32.3% | +35.4% |
| 6M | +52.6% | +21.9% | +30.7% | +36.3% |
| YTD | +16.1% | +13.6% | +2.6% | +8.2% |
| 1Y | +37.3% | +0.5% | +36.8% | +35.8% |
| 3Y | +21.6% | +43.8% | -22.2% | -2.8% |
| All | +21.6% | +43.3% | -21.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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