+19.5%
IQV vs SAN
+342.3%
-322.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -5.3% | -2.8% | -2.5% | -4.6% |
| 30D | +5.5% | -0.5% | +6.1% | +5.7% |
| 3M | +41.2% | +22.7% | +18.5% | +33.3% |
| 6M | +50.5% | +28.8% | +21.7% | +39.8% |
| YTD | +14.1% | +26.3% | -12.1% | +6.5% |
| 1Y | +39.9% | +48.8% | -8.9% | +24.8% |
| All | +19.5% | +342.3% | -322.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling