+19.5%
IQV vs VSH
+33.4%
-13.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -5.3% | +2.8% | -8.0% | -5.6% |
| 30D | +5.5% | -6.0% | +11.5% | +6.2% |
| 3M | +41.2% | -42.6% | +83.9% | +52.2% |
| 6M | +50.5% | +82.1% | -31.6% | +13.7% |
| YTD | +14.1% | +117.5% | -103.4% | -19.8% |
| 1Y | +39.9% | +109.0% | -69.1% | -1.3% |
| All | +19.5% | +33.4% | -13.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling