+5.7%
IQV vs UMAC
+488.3%
-482.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.2% |
| 7D | -5.3% | -4.0% | -1.3% | -5.2% |
| 30D | +5.5% | -9.4% | +14.9% | +5.5% |
| 3M | +41.2% | +3.0% | +38.3% | +40.2% |
| 6M | +50.5% | +27.2% | +23.3% | +47.1% |
| YTD | +14.1% | +84.7% | -70.5% | +9.9% |
| 1Y | +39.9% | +136.5% | -96.5% | +33.2% |
| All | +5.7% | +488.3% | -482.6% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling