+9.1%
IQV vs SIMO
+171.3%
-162.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +4.8% | -16.0% | +20.8% | +5.8% |
| 30D | +5.9% | -35.8% | +41.6% | +8.4% |
| 3M | +13.7% | -26.5% | +40.2% | +14.8% |
| 6M | +54.0% | -33.0% | +87.0% | +53.4% |
| YTD | +22.1% | +84.3% | -62.3% | +1.9% |
| 1Y | +29.1% | +82.0% | -52.8% | +7.8% |
| 3Y | +40.4% | +218.5% | -178.1% | +2.8% |
| 5Y | +9.1% | +175.0% | -165.9% | -20.4% |
| All | +9.1% | +171.3% | -162.2% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling