+29.1%
IYR vs IQV
+22.1%
+7.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.5% |
| 7D | -1.4% | -2.2% | +0.9% | -1.0% |
| 30D | -2.7% | +8.3% | -11.0% | -4.1% |
| 3M | -2.1% | +44.6% | -46.7% | -9.0% |
| 6M | +3.6% | +52.6% | -49.0% | -5.1% |
| YTD | +8.1% | +16.1% | -8.0% | +4.7% |
| 1Y | +4.7% | +37.3% | -32.6% | -3.2% |
| 3Y | +29.1% | +21.6% | +7.6% | +16.9% |
| All | +29.1% | +22.1% | +7.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling