+491.9%
IQV vs NWSA
+123.2%
+368.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | +0.3% | -2.6% | +3.0% | +1.5% |
| 30D | +8.6% | +4.6% | +4.0% | +6.5% |
| 3M | +41.1% | +10.2% | +30.9% | +35.3% |
| 6M | +48.6% | +21.6% | +26.9% | +36.4% |
| YTD | +15.0% | +14.6% | +0.4% | +8.2% |
| 1Y | +38.1% | +0.4% | +37.8% | +36.6% |
| 3Y | +21.4% | +45.0% | -23.6% | +3.0% |
| 5Y | -1.0% | +41.3% | -42.3% | -17.3% |
| 10Y | +233.0% | +142.8% | +90.2% | +107.3% |
| All | +491.9% | +123.2% | +368.8% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling