+6.5%
IQV vs S
-70.0%
+76.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.0% | 0.0% |
| 7D | +2.4% | +4.1% | -1.7% | +1.5% |
| 30D | +4.0% | -7.2% | +11.2% | +5.1% |
| 3M | +12.2% | 0.0% | +12.2% | +10.8% |
| 6M | +54.9% | +41.6% | +13.3% | +41.7% |
| YTD | +20.3% | +48.6% | -28.3% | +8.5% |
| 1Y | +22.7% | +30.0% | -7.3% | +13.2% |
| 3Y | +38.3% | +42.2% | -3.8% | +21.6% |
| 5Y | +6.5% | -70.8% | +77.2% | +14.4% |
| All | +6.5% | -70.0% | +76.5% | +14.4% |
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