+313.6%
IVV vs IQV
+236.7%
+76.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -0.1% |
| 30D | -1.6% | +5.5% | -7.2% | -3.6% |
| 3M | +4.8% | +41.2% | -36.5% | -8.7% |
| 6M | +12.6% | +50.5% | -38.0% | -5.1% |
| YTD | +11.8% | +14.1% | -2.4% | +3.8% |
| 1Y | +17.6% | +39.9% | -22.4% | +0.1% |
| 3Y | +77.0% | +20.5% | +56.5% | +53.4% |
| 5Y | +82.6% | -1.2% | +83.8% | +69.2% |
| All | +313.6% | +236.7% | +76.9% | +135.9% |
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 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