+515.6%
IQV vs SGI
+538.9%
-23.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +0.3% | +9.3% | -9.0% | -2.0% |
| 30D | +8.6% | +6.9% | +1.7% | +6.6% |
| 3M | +41.1% | +2.8% | +38.3% | +39.3% |
| 6M | +48.6% | -12.6% | +61.2% | +52.2% |
| YTD | +15.0% | -21.5% | +36.5% | +20.9% |
| 1Y | +38.1% | -18.8% | +56.9% | +43.4% |
| 3Y | +21.4% | +60.8% | -39.4% | +3.6% |
| 5Y | -1.0% | +60.0% | -61.0% | -18.3% |
| 10Y | +233.0% | +267.8% | -34.9% | +100.9% |
| All | +515.6% | +538.9% | -23.3% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling