+2.4%
IQV vs XYL
-16.2%
+18.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.5% |
| 7D | -2.2% | +1.2% | -3.4% | -3.0% |
| 30D | +8.3% | -11.9% | +20.2% | +16.5% |
| 3M | +44.6% | -1.5% | +46.1% | +45.6% |
| 6M | +52.6% | -11.9% | +64.5% | +63.0% |
| YTD | +16.1% | -20.6% | +36.7% | +31.8% |
| 1Y | +37.3% | -23.5% | +60.8% | +59.4% |
| 3Y | +21.6% | +14.9% | +6.7% | +7.6% |
| All | +2.4% | -16.2% | +18.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling