+188.3%
ITW vs IQV
+242.6%
-54.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -0.7% | -2.2% | +1.5% | +0.1% |
| 30D | -8.3% | +8.3% | -16.6% | -11.1% |
| 3M | +6.0% | +44.6% | -38.6% | -8.5% |
| 6M | 0.0% | +52.6% | -52.6% | -16.4% |
| YTD | +10.2% | +16.1% | -5.9% | +1.2% |
| 1Y | +3.2% | +37.3% | -34.1% | -12.1% |
| 3Y | +21.0% | +21.6% | -0.6% | +3.9% |
| 5Y | +37.9% | +0.5% | +37.4% | +26.3% |
| All | +188.3% | +242.6% | -54.3% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling