+651.9%
IWF vs IQV
+492.3%
+159.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.9% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | -1.3% | +8.6% | -9.9% | -4.5% |
| 3M | +0.1% | +41.1% | -41.0% | -13.7% |
| 6M | +10.3% | +48.6% | -38.3% | -7.7% |
| YTD | +4.2% | +15.0% | -10.8% | -4.2% |
| 1Y | +9.3% | +38.1% | -28.8% | -7.5% |
| 3Y | +79.3% | +21.4% | +58.0% | +53.4% |
| 5Y | +73.8% | -1.0% | +74.8% | +60.5% |
| 10Y | +410.9% | +233.0% | +177.9% | +181.1% |
| All | +651.9% | +492.3% | +159.5% | +253.6% |
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 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