+291.3%
IR vs IQV
+222.0%
+69.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | -2.8% | +2.3% | -5.1% | -3.9% |
| 30D | -15.1% | +13.4% | -28.6% | -20.2% |
| 3M | +6.1% | +43.3% | -37.2% | -11.7% |
| 6M | -16.8% | +50.5% | -67.3% | -33.3% |
| YTD | -3.5% | +18.8% | -22.3% | -14.3% |
| 1Y | -3.5% | +45.5% | -49.0% | -23.3% |
| 3Y | +9.5% | +19.4% | -9.9% | -7.6% |
| 5Y | +45.1% | +1.7% | +43.4% | +31.2% |
| All | +291.3% | +222.0% | +69.3% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling