-1.6%
IQV vs SIMO
+312.7%
-314.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.0% |
| 7D | -2.6% | +14.5% | -17.1% | -3.5% |
| 30D | +6.2% | +20.4% | -14.2% | +4.6% |
| 3M | +38.0% | +7.1% | +30.8% | +35.3% |
| 6M | +43.9% | +129.2% | -85.3% | +23.9% |
| YTD | +14.0% | +201.9% | -187.9% | -7.3% |
| 1Y | +35.5% | +235.5% | -200.0% | +7.6% |
| 3Y | +20.3% | +463.8% | -443.5% | -15.1% |
| 5Y | -1.6% | +306.7% | -308.3% | -27.3% |
| All | -1.6% | +312.7% | -314.4% | -27.3% |
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 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