+52.6%
IQV vs NYT
-14.5%
+67.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.7% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | +8.3% | +4.6% | +3.7% | +7.6% |
| 3M | +44.6% | -9.6% | +54.2% | +45.3% |
| 6M | +52.6% | -14.0% | +66.6% | +54.8% |
| All | +52.6% | -14.5% | +67.0% | +54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling