+515.6%
IQV vs VMC
+421.4%
+94.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.6% |
| 7D | +0.3% | -0.5% | +0.9% | +0.5% |
| 30D | +8.6% | -9.1% | +17.7% | +12.5% |
| 3M | +41.1% | -4.1% | +45.3% | +43.0% |
| 6M | +48.6% | -5.5% | +54.1% | +50.8% |
| YTD | +15.0% | -8.9% | +23.9% | +17.8% |
| 1Y | +38.1% | -12.9% | +51.1% | +43.7% |
| 3Y | +21.4% | +22.1% | -0.7% | +9.9% |
| 5Y | -1.0% | +52.7% | -53.7% | -18.1% |
| 10Y | +233.0% | +152.7% | +80.2% | +120.4% |
| All | +515.6% | +421.4% | +94.1% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling