+36.9%
IQV vs SM
-3.9%
+40.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.5% | +9.4% | -11.9% | -3.7% |
| 30D | +1.2% | -14.4% | +15.6% | +3.0% |
| 3M | +9.8% | +1.6% | +8.2% | +8.7% |
| 6M | +53.8% | +6.3% | +47.5% | +50.2% |
| YTD | +17.6% | +78.8% | -61.2% | +2.3% |
| 1Y | +18.6% | +83.1% | -64.5% | +2.5% |
| 3Y | +36.9% | -5.9% | +42.8% | +20.0% |
| All | +36.9% | -3.9% | +40.8% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling