+236.7%
IQV vs WTW
+198.0%
+38.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -2.2% | -5.7% | +3.5% | +0.9% |
| 30D | +8.3% | -7.3% | +15.6% | +12.7% |
| 3M | +44.6% | +21.5% | +23.1% | +29.9% |
| 6M | +52.6% | +9.6% | +42.9% | +43.4% |
| YTD | +16.1% | -3.3% | +19.4% | +15.4% |
| 1Y | +37.3% | -6.1% | +43.4% | +38.3% |
| 3Y | +21.6% | +61.8% | -40.3% | -14.2% |
| 5Y | +0.5% | +42.7% | -42.2% | -23.9% |
| All | +236.7% | +198.0% | +38.7% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling