+45.5%
IQV vs SAN
+58.9%
-13.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +2.3% | +1.8% | +0.5% | +2.0% |
| 30D | +13.4% | +2.0% | +11.5% | +13.0% |
| 3M | +43.3% | +19.7% | +23.6% | +36.9% |
| 6M | +50.5% | +30.6% | +19.9% | +39.7% |
| YTD | +18.8% | +28.8% | -10.1% | +12.2% |
| 1Y | +45.5% | +57.8% | -12.3% | +33.5% |
| All | +45.5% | +58.9% | -13.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling