+37.3%
IQV vs SFM
-46.0%
+83.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.7% |
| 7D | -2.2% | -10.6% | +8.4% | -1.7% |
| 30D | +8.3% | -15.5% | +23.8% | +9.2% |
| 3M | +44.6% | -17.4% | +62.0% | +45.8% |
| 6M | +52.6% | -3.4% | +56.0% | +52.5% |
| YTD | +16.1% | -8.7% | +24.8% | +16.2% |
| 1Y | +37.3% | -47.2% | +84.4% | +50.8% |
| All | +37.3% | -46.0% | +83.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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