+45.5%
IQV vs SITM
+174.8%
-129.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -8.0% | -1.1% |
| 7D | +2.3% | +9.7% | -7.4% | +2.7% |
| 30D | +13.4% | +12.7% | +0.7% | +14.2% |
| 3M | +43.3% | -13.4% | +56.7% | +44.6% |
| 6M | +50.5% | +59.6% | -9.1% | +47.4% |
| YTD | +18.8% | +73.3% | -54.5% | +16.2% |
| 1Y | +45.5% | +165.5% | -120.1% | +34.7% |
| All | +45.5% | +174.8% | -129.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling