+37.3%
IR vs IQV
-1.9%
+39.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -1.9% | -2.6% | +0.7% | -1.0% |
| 30D | -15.0% | +6.2% | -21.2% | -17.0% |
| 3M | -0.4% | +38.0% | -38.4% | -12.8% |
| 6M | -15.0% | +43.9% | -59.0% | -27.5% |
| YTD | -7.1% | +14.0% | -21.1% | -13.6% |
| 1Y | -7.5% | +35.5% | -43.1% | -20.9% |
| 3Y | +6.3% | +20.3% | -14.1% | -7.7% |
| 5Y | +37.3% | -1.6% | +39.0% | +29.4% |
| All | +37.3% | -1.9% | +39.3% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling