+535.9%
IQV vs SPG
+128.2%
+407.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +2.3% | -2.4% | +4.7% | +3.1% |
| 30D | +13.4% | -6.8% | +20.3% | +16.2% |
| 3M | +43.3% | +2.7% | +40.6% | +42.2% |
| 6M | +50.5% | +5.5% | +45.1% | +47.8% |
| YTD | +18.8% | +15.7% | +3.1% | +12.9% |
| 1Y | +45.5% | +20.9% | +24.6% | +36.1% |
| 3Y | +19.4% | +112.4% | -93.0% | -7.0% |
| 5Y | +1.7% | +101.4% | -99.6% | -20.4% |
| 10Y | +247.9% | +60.6% | +187.3% | +175.9% |
| All | +535.9% | +128.2% | +407.7% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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