+5.3%
IQV vs SM
+5.5%
-0.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.5% | +9.4% | -11.9% | -3.8% |
| 30D | +1.2% | -14.4% | +15.6% | +3.1% |
| 3M | +9.8% | +1.6% | +8.2% | +8.6% |
| 6M | +53.8% | +6.3% | +47.5% | +50.0% |
| YTD | +17.6% | +78.8% | -61.2% | +3.3% |
| 1Y | +18.6% | +83.1% | -64.5% | +3.6% |
| 3Y | +36.9% | -5.9% | +42.8% | +28.9% |
| All | +5.3% | +5.5% | -0.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling