+251.2%
IQV vs PR
+65.1%
+186.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.4% |
| 7D | +4.8% | -9.5% | +14.3% | +5.5% |
| 30D | +5.9% | -5.7% | +11.6% | +6.2% |
| 3M | +13.7% | +3.0% | +10.7% | +13.3% |
| 6M | +54.0% | +11.8% | +42.2% | +52.4% |
| YTD | +22.1% | +58.5% | -36.4% | +17.7% |
| 1Y | +29.1% | +69.9% | -40.7% | +23.8% |
| 3Y | +40.4% | +84.9% | -44.5% | +33.1% |
| 5Y | +9.1% | +246.4% | -237.3% | -1.3% |
| 10Y | +251.2% | +70.3% | +180.9% | +267.5% |
| All | +251.2% | +65.1% | +186.2% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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