+236.7%
IQV vs SPXS
-99.6%
+336.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +0.8% |
| 7D | -2.2% | +2.5% | -4.7% | -1.3% |
| 30D | +8.3% | +4.2% | +4.1% | +10.2% |
| 3M | +44.6% | -9.3% | +53.9% | +39.7% |
| 6M | +52.6% | -30.7% | +83.3% | +34.4% |
| YTD | +16.1% | -28.1% | +44.2% | +4.9% |
| 1Y | +37.3% | -35.1% | +72.3% | +20.2% |
| 3Y | +21.6% | -79.6% | +101.1% | -23.2% |
| 5Y | +0.5% | -86.3% | +86.8% | -34.6% |
| All | +236.7% | -99.6% | +336.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling