+5.7%
IQV vs VSXY
+37.7%
-31.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | -2.6% | -10.7% | +8.1% | -1.5% |
| 30D | +6.2% | -24.3% | +30.5% | +9.4% |
| 3M | +38.0% | +1.0% | +37.0% | +37.1% |
| 6M | +43.9% | +57.4% | -13.4% | +32.4% |
| YTD | +14.0% | +39.8% | -25.8% | +6.2% |
| 1Y | +35.5% | +196.5% | -161.0% | +12.2% |
| 3Y | +20.3% | +357.2% | -336.9% | -12.5% |
| 5Y | -1.6% | +18.9% | -20.5% | -16.1% |
| All | +5.7% | +37.7% | -31.9% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling