+243.9%
IWM vs IQV
+505.9%
-261.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.5% |
| 30D | +2.3% | +1.2% | +1.1% | +1.6% |
| 3M | -8.3% | +9.8% | -18.1% | -12.2% |
| 6M | -1.3% | +53.8% | -55.1% | -19.7% |
| YTD | +13.5% | +17.6% | -4.1% | +2.2% |
| 1Y | +18.4% | +18.6% | -0.2% | +6.1% |
| 3Y | +69.6% | +36.9% | +32.7% | +36.3% |
| 5Y | +23.3% | +4.1% | +19.2% | +10.8% |
| 10Y | +147.0% | +243.7% | -96.8% | +26.5% |
| All | +243.9% | +505.9% | -261.9% | +44.0% |
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