+521.6%
IQV vs SCHG
+702.3%
-180.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.0% |
| 7D | -2.2% | -1.0% | -1.2% | -1.3% |
| 30D | +8.3% | -1.3% | +9.6% | +9.5% |
| 3M | +44.6% | +5.4% | +39.1% | +37.2% |
| 6M | +52.6% | +14.4% | +38.2% | +34.2% |
| YTD | +16.1% | +8.0% | +8.1% | +8.1% |
| 1Y | +37.3% | +12.7% | +24.5% | +22.6% |
| 3Y | +21.6% | +85.6% | -64.0% | -33.0% |
| 5Y | +0.5% | +85.5% | -85.0% | -45.4% |
| 10Y | +239.7% | +456.0% | -216.4% | -35.8% |
| All | +521.6% | +702.3% | -180.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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