+80.5%
IQV vs SITM
+4,437.5%
-4,356.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | -2.6% | +3.7% | -6.3% | -3.1% |
| 30D | +6.2% | -14.5% | +20.7% | +8.1% |
| 3M | +38.0% | -10.6% | +48.5% | +37.1% |
| 6M | +43.9% | +65.5% | -21.6% | +27.7% |
| YTD | +14.0% | +67.0% | -53.0% | -0.4% |
| 1Y | +35.5% | +138.6% | -103.1% | +10.1% |
| 3Y | +20.3% | +421.8% | -401.5% | -21.9% |
| 5Y | -1.6% | +172.4% | -174.1% | -35.3% |
| All | +80.5% | +4,437.5% | -4,356.9% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling