+515.6%
IQV vs XYL
+361.6%
+153.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -4.7% |
| 7D | +0.3% | +1.8% | -1.5% | -0.7% |
| 30D | +8.6% | -9.2% | +17.8% | +14.0% |
| 3M | +41.1% | -0.3% | +41.4% | +41.0% |
| 6M | +48.6% | -11.0% | +59.5% | +56.8% |
| YTD | +15.0% | -19.2% | +34.2% | +27.5% |
| 1Y | +38.1% | -21.2% | +59.3% | +55.2% |
| 3Y | +21.4% | +18.6% | +2.8% | +9.0% |
| 5Y | -1.0% | -14.3% | +13.3% | +2.3% |
| 10Y | +233.0% | +141.0% | +91.9% | +121.1% |
| All | +515.6% | +361.6% | +153.9% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling