+265.8%
IWM vs IQV
+511.9%
-246.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +0.1% | +2.3% | -2.2% | -0.9% |
| 30D | -1.3% | +13.4% | -14.7% | -6.5% |
| 3M | +1.6% | +43.3% | -41.7% | -14.1% |
| 6M | +13.6% | +50.5% | -37.0% | -7.1% |
| YTD | +20.8% | +18.8% | +2.0% | +8.6% |
| 1Y | +26.4% | +45.5% | -19.0% | +2.9% |
| 3Y | +60.7% | +19.4% | +41.3% | +38.4% |
| 5Y | +38.2% | +1.7% | +36.5% | +25.7% |
| 10Y | +169.5% | +247.9% | -78.5% | +37.6% |
| All | +265.8% | +511.9% | -246.1% | +53.0% |
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