+535.9%
IQV vs SBAC
+159.9%
+375.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +13.4% | +6.9% | +6.5% | +10.4% |
| 3M | +43.3% | -8.2% | +51.5% | +47.4% |
| 6M | +50.5% | -1.6% | +52.2% | +48.5% |
| YTD | +18.8% | -0.1% | +18.9% | +15.9% |
| 1Y | +45.5% | -0.5% | +45.9% | +41.7% |
| 3Y | +19.4% | -9.1% | +28.4% | +17.7% |
| 5Y | +1.7% | -43.8% | +45.5% | +23.0% |
| 10Y | +247.9% | +80.5% | +167.4% | +189.2% |
| All | +535.9% | +159.9% | +375.9% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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