+21.0%
ITW vs IQV
+22.1%
-1.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -8.3% | +8.3% | -16.6% | -9.8% |
| 3M | +6.0% | +44.6% | -38.6% | -1.6% |
| 6M | 0.0% | +52.6% | -52.6% | -8.6% |
| YTD | +10.2% | +16.1% | -5.9% | +6.3% |
| 1Y | +3.2% | +37.3% | -34.1% | -5.2% |
| 3Y | +21.0% | +21.6% | -0.6% | +10.5% |
| All | +21.0% | +22.1% | -1.1% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling