+236.7%
IQV vs Z
-2.5%
+239.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.8% |
| 7D | -2.2% | -6.0% | +3.8% | -0.9% |
| 30D | +8.3% | -2.3% | +10.6% | +8.6% |
| 3M | +44.6% | -0.6% | +45.2% | +44.1% |
| 6M | +52.6% | -27.6% | +80.2% | +62.8% |
| YTD | +16.1% | -52.4% | +68.5% | +35.6% |
| 1Y | +37.3% | -63.6% | +100.9% | +69.1% |
| 3Y | +21.6% | -36.4% | +58.0% | +28.6% |
| 5Y | +0.5% | -64.6% | +65.1% | +12.0% |
| All | +236.7% | -2.5% | +239.2% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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