+515.6%
IQV vs WAB
+477.1%
+38.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +0.3% | +1.7% | -1.3% | -0.3% |
| 30D | +8.6% | -2.4% | +11.0% | +9.6% |
| 3M | +41.1% | +9.7% | +31.4% | +34.9% |
| 6M | +48.6% | +16.5% | +32.0% | +37.6% |
| YTD | +15.0% | +33.7% | -18.7% | +0.3% |
| 1Y | +38.1% | +49.7% | -11.6% | +14.6% |
| 3Y | +21.4% | +170.9% | -149.5% | -22.0% |
| 5Y | -1.0% | +228.0% | -229.1% | -41.5% |
| 10Y | +233.0% | +284.8% | -51.8% | +64.3% |
| All | +515.6% | +477.1% | +38.5% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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