+45.5%
IQV vs NYT
+15.2%
+30.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +13.4% | +2.7% | +10.7% | +13.0% |
| 3M | +43.3% | -10.3% | +53.6% | +44.5% |
| 6M | +50.5% | -16.6% | +67.1% | +53.3% |
| YTD | +18.8% | -2.3% | +21.1% | +22.0% |
| 1Y | +45.5% | +15.0% | +30.5% | +45.8% |
| All | +45.5% | +15.2% | +30.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling