-1.2%
IQV vs SGI
+45.9%
-47.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.1% |
| 7D | -5.3% | -4.9% | -0.4% | -3.7% |
| 30D | +5.5% | +1.6% | +3.9% | +4.8% |
| 3M | +41.2% | -3.2% | +44.4% | +41.7% |
| 6M | +50.5% | -16.0% | +66.6% | +57.2% |
| YTD | +14.1% | -25.4% | +39.6% | +23.7% |
| 1Y | +39.9% | -21.6% | +61.5% | +48.3% |
| 3Y | +20.5% | +52.9% | -32.4% | -1.6% |
| 5Y | -1.2% | +47.5% | -48.7% | -23.7% |
| All | -1.2% | +45.9% | -47.1% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling