+37.3%
IQV vs UMAC
+129.0%
-91.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.8% |
| 7D | -2.2% | -3.4% | +1.2% | -2.2% |
| 30D | +8.3% | -15.1% | +23.4% | +8.4% |
| 3M | +44.6% | -10.8% | +55.3% | +44.5% |
| 6M | +52.6% | +15.7% | +36.9% | +48.3% |
| YTD | +16.1% | +80.1% | -64.0% | +9.5% |
| 1Y | +37.3% | +116.7% | -79.4% | +28.4% |
| All | +37.3% | +129.0% | -91.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling