+510.3%
IQV vs VCLT
+39.8%
+470.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +6.2% | +0.1% | +6.1% | +6.1% |
| 3M | +38.0% | -2.9% | +40.9% | +40.2% |
| 6M | +43.9% | -4.0% | +47.9% | +47.3% |
| YTD | +14.0% | -2.2% | +16.3% | +15.5% |
| 1Y | +35.5% | -2.6% | +38.1% | +37.6% |
| 3Y | +20.3% | +12.3% | +8.1% | +13.5% |
| 5Y | -1.6% | -16.4% | +14.7% | +3.9% |
| 10Y | +233.4% | +18.1% | +215.4% | +233.5% |
| All | +510.3% | +39.8% | +470.4% | +545.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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