+6.5%
IQV vs Z
-54.7%
+61.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.7% |
| 7D | +2.4% | -4.9% | +7.3% | +3.6% |
| 30D | +4.0% | +3.0% | +1.0% | +2.3% |
| 3M | +12.2% | -13.4% | +25.6% | +14.7% |
| 6M | +54.9% | -27.3% | +82.2% | +65.1% |
| YTD | +20.3% | -57.8% | +78.1% | +46.4% |
| 1Y | +22.7% | -60.0% | +82.8% | +51.1% |
| 3Y | +38.3% | -21.5% | +59.9% | +38.7% |
| 5Y | +6.5% | -55.0% | +61.4% | +7.8% |
| All | +6.5% | -54.7% | +61.2% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling