+535.9%
IQV vs SIMO
+3,064.7%
-2,528.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.5% |
| 7D | +2.3% | +4.2% | -1.9% | +1.7% |
| 30D | +13.4% | +4.1% | +9.4% | +12.2% |
| 3M | +43.3% | -12.9% | +56.2% | +42.7% |
| 6M | +50.5% | +110.3% | -59.8% | +25.8% |
| YTD | +18.8% | +178.6% | -159.8% | -6.6% |
| 1Y | +45.5% | +220.0% | -174.5% | +10.8% |
| 3Y | +19.4% | +409.0% | -389.7% | -18.6% |
| 5Y | +1.7% | +277.3% | -275.6% | -29.3% |
| 10Y | +247.9% | +506.6% | -258.7% | +105.9% |
| All | +535.9% | +3,064.7% | -2,528.8% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling