+529.6%
IQV vs VSH
+136.5%
+393.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.1% |
| 7D | -2.5% | +14.3% | -16.8% | -6.3% |
| 30D | +1.2% | -7.9% | +9.0% | +2.1% |
| 3M | +9.8% | -19.9% | +29.6% | +13.5% |
| 6M | +53.8% | -30.5% | +84.3% | +54.1% |
| YTD | +17.6% | +85.7% | -68.0% | -20.8% |
| 1Y | +18.6% | +98.9% | -80.3% | -22.5% |
| 3Y | +36.9% | +32.1% | +4.8% | -1.1% |
| 5Y | +4.1% | +39.7% | -35.6% | -28.0% |
| 10Y | +243.7% | +117.6% | +126.2% | +88.9% |
| All | +529.6% | +136.5% | +393.1% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling