+232.4%
IQV vs RUN
-32.6%
+265.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.4% |
| 30D | +6.2% | -10.8% | +17.0% | +7.5% |
| 3M | +38.0% | -30.2% | +68.1% | +42.9% |
| 6M | +43.9% | -22.3% | +66.3% | +46.2% |
| YTD | +14.0% | -52.2% | +66.2% | +20.7% |
| 1Y | +35.5% | -45.1% | +80.6% | +39.8% |
| 3Y | +20.3% | -37.1% | +57.4% | +6.0% |
| 5Y | -1.6% | -80.3% | +78.6% | -5.4% |
| 10Y | +233.4% | +45.2% | +188.2% | +138.9% |
| All | +232.4% | -32.6% | +265.0% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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