+510.3%
IQV vs SPYG
+657.6%
-147.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.9% |
| 30D | +6.2% | -1.7% | +7.9% | +7.8% |
| 3M | +38.0% | +3.6% | +34.3% | +32.0% |
| 6M | +43.9% | +16.6% | +27.3% | +22.9% |
| YTD | +14.0% | +13.4% | +0.6% | +0.2% |
| 1Y | +35.5% | +19.6% | +15.9% | +12.9% |
| 3Y | +20.3% | +99.8% | -79.4% | -40.2% |
| 5Y | -1.6% | +85.0% | -86.6% | -47.7% |
| 10Y | +233.4% | +422.1% | -188.7% | -33.9% |
| All | +510.3% | +657.6% | -147.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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