+2.4%
IQV vs QSR
+40.5%
-38.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -2.2% | -4.0% | +1.8% | -0.2% |
| 30D | +8.3% | +2.8% | +5.5% | +6.8% |
| 3M | +44.6% | +5.1% | +39.5% | +40.9% |
| 6M | +52.6% | +8.8% | +43.8% | +45.4% |
| YTD | +16.1% | +14.8% | +1.3% | +7.5% |
| 1Y | +37.3% | +25.7% | +11.6% | +20.9% |
| 3Y | +21.6% | +27.5% | -6.0% | +4.1% |
| All | +2.4% | +40.5% | -38.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling