+18.6%
IQV vs Z
-58.2%
+76.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.0% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +1.2% | +5.2% | -4.0% | -1.5% |
| 3M | +9.8% | -17.0% | +26.8% | +14.4% |
| 6M | +53.8% | -22.7% | +76.5% | +62.4% |
| YTD | +17.6% | -56.3% | +73.9% | +44.9% |
| 1Y | +18.6% | -57.7% | +76.2% | +45.2% |
| All | +18.6% | -58.2% | +76.8% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling