+236.7%
IQV vs VMC
+156.6%
+80.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.4% |
| 7D | -2.2% | -3.8% | +1.5% | -0.7% |
| 30D | +8.3% | -9.7% | +18.0% | +12.7% |
| 3M | +44.6% | -9.6% | +54.2% | +50.1% |
| 6M | +52.6% | -4.8% | +57.4% | +54.5% |
| YTD | +16.1% | -10.9% | +27.0% | +20.0% |
| 1Y | +37.3% | -15.6% | +52.9% | +44.9% |
| 3Y | +21.6% | +19.3% | +2.2% | +10.2% |
| 5Y | +0.5% | +48.0% | -47.5% | -17.1% |
| All | +236.7% | +156.6% | +80.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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