+236.7%
IQV vs SGI
+270.1%
-33.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.5% |
| 7D | -2.2% | -4.5% | +2.2% | -1.0% |
| 30D | +8.3% | +4.2% | +4.1% | +6.9% |
| 3M | +44.6% | -7.4% | +52.0% | +47.1% |
| 6M | +52.6% | -15.1% | +67.6% | +57.7% |
| YTD | +16.1% | -24.7% | +40.8% | +23.9% |
| 1Y | +37.3% | -21.8% | +59.0% | +44.4% |
| 3Y | +21.6% | +50.0% | -28.5% | +4.3% |
| 5Y | +0.5% | +48.9% | -48.5% | -16.9% |
| All | +236.7% | +270.1% | -33.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling