+21.6%
IQV vs SITM
+452.7%
-431.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.4% |
| 7D | -2.2% | +3.9% | -6.1% | -2.4% |
| 30D | +8.3% | -6.6% | +14.9% | +8.6% |
| 3M | +44.6% | -11.9% | +56.4% | +45.1% |
| 6M | +52.6% | +81.1% | -28.6% | +41.1% |
| YTD | +16.1% | +80.0% | -63.8% | +6.6% |
| 1Y | +37.3% | +145.8% | -108.6% | +20.2% |
| 3Y | +21.6% | +475.9% | -454.3% | -12.6% |
| All | +21.6% | +452.7% | -431.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling