+535.9%
IQV vs SPY
+491.4%
+44.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +13.4% | +0.1% | +13.4% | +13.4% |
| 3M | +43.3% | +2.0% | +41.3% | +39.4% |
| 6M | +50.5% | +13.0% | +37.5% | +30.6% |
| YTD | +18.8% | +13.5% | +5.2% | +2.9% |
| 1Y | +45.5% | +20.0% | +25.5% | +18.4% |
| 3Y | +19.4% | +77.2% | -57.8% | -36.8% |
| 5Y | +1.7% | +81.9% | -80.2% | -47.3% |
| 10Y | +247.9% | +314.1% | -66.1% | -19.9% |
| All | +535.9% | +491.4% | +44.5% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling