+21.6%
IQV vs VYM
+65.1%
-43.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.9% |
| 7D | -2.2% | -0.8% | -1.4% | -1.2% |
| 30D | +8.3% | -2.2% | +10.5% | +11.6% |
| 3M | +44.6% | +3.1% | +41.5% | +38.8% |
| 6M | +52.6% | +9.7% | +42.8% | +34.0% |
| YTD | +16.1% | +14.9% | +1.2% | -4.4% |
| 1Y | +37.3% | +17.6% | +19.7% | +9.4% |
| 3Y | +21.6% | +65.3% | -43.7% | -42.7% |
| All | +21.6% | +65.1% | -43.5% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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