-3.5%
IR vs IQV
+46.0%
-49.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -2.8% | +2.3% | -5.1% | -3.1% |
| 30D | -15.1% | +13.4% | -28.6% | -16.6% |
| 3M | +6.1% | +43.3% | -37.2% | +0.4% |
| 6M | -16.8% | +50.5% | -67.3% | -22.0% |
| YTD | -3.5% | +18.8% | -22.3% | -7.3% |
| 1Y | -3.5% | +45.5% | -49.0% | -11.9% |
| All | -3.5% | +46.0% | -49.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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