+413.4%
IWF vs IQV
+242.6%
+170.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.1% |
| 7D | -0.9% | -2.2% | +1.3% | -0.1% |
| 30D | -1.7% | +8.3% | -10.0% | -4.8% |
| 3M | +0.7% | +44.6% | -43.9% | -14.3% |
| 6M | +8.6% | +52.6% | -44.0% | -10.5% |
| YTD | +3.5% | +16.1% | -12.6% | -5.3% |
| 1Y | +7.0% | +37.3% | -30.2% | -9.5% |
| 3Y | +76.3% | +21.6% | +54.8% | +50.2% |
| 5Y | +74.8% | +0.5% | +74.3% | +60.4% |
| All | +413.4% | +242.6% | +170.8% | +180.8% |
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