+236.7%
IQV vs SIMO
+605.2%
-368.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | +0.8% |
| 7D | -2.2% | +11.0% | -13.3% | -3.7% |
| 30D | +8.3% | +17.9% | -9.6% | +5.5% |
| 3M | +44.6% | +3.9% | +40.7% | +40.5% |
| 6M | +52.6% | +131.0% | -78.5% | +23.9% |
| YTD | +16.1% | +209.3% | -193.2% | -12.2% |
| 1Y | +37.3% | +223.8% | -186.5% | +2.1% |
| 3Y | +21.6% | +479.2% | -457.7% | -22.5% |
| 5Y | +0.5% | +316.0% | -315.5% | -34.2% |
| All | +236.7% | +605.2% | -368.4% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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