+21.6%
IQV vs VSXY
+352.7%
-331.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.5% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | +8.3% | -18.7% | +27.0% | +10.0% |
| 3M | +44.6% | -4.0% | +48.5% | +44.5% |
| 6M | +52.6% | +67.5% | -14.9% | +41.9% |
| YTD | +16.1% | +39.7% | -23.5% | +10.0% |
| 1Y | +37.3% | +180.0% | -142.7% | +18.4% |
| 3Y | +21.6% | +337.3% | -315.7% | -1.5% |
| All | +21.6% | +352.7% | -331.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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