+19.3%
IQV vs SM
-1.2%
+20.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +6.2% | +20.3% | -14.1% | +3.3% |
| 3M | +38.0% | +22.9% | +15.1% | +33.0% |
| 6M | +43.9% | +47.8% | -3.9% | +32.8% |
| YTD | +14.0% | +107.5% | -93.5% | -2.0% |
| 1Y | +35.5% | +51.7% | -16.2% | +23.3% |
| All | +19.3% | -1.2% | +20.5% | +6.2% |
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