+25.0%
IQV vs SM
+70.4%
-45.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.8% | +0.7% |
| 7D | -5.5% | -21.5% | +16.0% | -5.1% |
| 30D | -0.9% | -11.4% | +10.5% | -0.7% |
| 3M | +15.6% | +0.6% | +15.0% | +15.5% |
| 6M | +63.9% | +0.2% | +63.7% | +64.2% |
| YTD | +17.0% | +69.7% | -52.6% | +7.6% |
| 1Y | +25.0% | +71.6% | -46.5% | +14.9% |
| All | +25.0% | +70.4% | -45.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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