+231.0%
IQV vs URA
+361.2%
-130.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | -5.3% | -1.5% | -3.7% | -5.0% |
| 30D | +5.5% | -0.4% | +5.9% | +5.4% |
| 3M | +41.2% | +6.3% | +35.0% | +37.9% |
| 6M | +50.5% | -14.0% | +64.5% | +53.3% |
| YTD | +14.1% | +5.3% | +8.8% | +9.2% |
| 1Y | +39.9% | +11.7% | +28.3% | +29.6% |
| 3Y | +20.5% | +109.8% | -89.3% | -11.8% |
| 5Y | -1.2% | +108.0% | -109.2% | -31.1% |
| All | +231.0% | +361.2% | -130.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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