+60.5%
IQV vs QS
-43.2%
+103.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.3% |
| 7D | +0.3% | +2.2% | -1.9% | +0.2% |
| 30D | +8.6% | -8.1% | +16.7% | +9.1% |
| 3M | +41.1% | -27.0% | +68.1% | +43.3% |
| 6M | +48.6% | -16.4% | +65.0% | +48.8% |
| YTD | +15.0% | -46.4% | +61.3% | +18.5% |
| 1Y | +38.1% | -41.1% | +79.2% | +40.1% |
| 3Y | +21.4% | -18.6% | +40.0% | +16.1% |
| 5Y | -1.0% | -73.0% | +72.0% | -4.5% |
| All | +60.5% | -43.2% | +103.8% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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