+236.7%
IQV vs SPY
+322.5%
-85.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.8% |
| 7D | -2.2% | -0.8% | -1.5% | -1.4% |
| 30D | +8.3% | -1.1% | +9.4% | +9.6% |
| 3M | +44.6% | +3.9% | +40.7% | +37.6% |
| 6M | +52.6% | +13.6% | +39.0% | +30.7% |
| YTD | +16.1% | +12.7% | +3.5% | +0.8% |
| 1Y | +37.3% | +17.5% | +19.8% | +13.4% |
| 3Y | +21.6% | +76.9% | -55.3% | -37.6% |
| 5Y | +0.5% | +83.6% | -83.1% | -50.3% |
| All | +236.7% | +322.5% | -85.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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