-1.6%
IQV vs S
-71.9%
+70.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.6% | -1.2% | -1.4% | -2.4% |
| 30D | +6.2% | -12.6% | +18.7% | +8.5% |
| 3M | +38.0% | +27.6% | +10.4% | +30.3% |
| 6M | +43.9% | +35.5% | +8.5% | +33.4% |
| YTD | +14.0% | +29.6% | -15.6% | +6.6% |
| 1Y | +35.5% | +8.1% | +27.4% | +30.5% |
| 3Y | +20.3% | +14.8% | +5.6% | +11.0% |
| 5Y | -1.6% | -70.6% | +68.9% | +4.3% |
| All | -1.6% | -71.9% | +70.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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