+236.7%
IQV vs NYT
+489.9%
-253.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +8.3% | +4.6% | +3.7% | +6.8% |
| 3M | +44.6% | -9.6% | +54.2% | +48.1% |
| 6M | +52.6% | -14.0% | +66.6% | +58.3% |
| YTD | +16.1% | -2.8% | +19.0% | +15.6% |
| 1Y | +37.3% | +15.6% | +21.7% | +29.0% |
| 3Y | +21.6% | +56.3% | -34.7% | +1.3% |
| 5Y | +0.5% | +39.5% | -39.0% | -15.8% |
| All | +236.7% | +489.9% | -253.2% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling