+6.5%
IYR vs IQV
-0.1%
+6.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -1.4% | -2.2% | +0.9% | -0.8% |
| 30D | -2.7% | +8.3% | -11.0% | -4.9% |
| 3M | -2.1% | +44.6% | -46.7% | -12.4% |
| 6M | +3.6% | +52.6% | -49.0% | -9.4% |
| YTD | +8.1% | +16.1% | -8.0% | +2.2% |
| 1Y | +4.7% | +37.3% | -32.6% | -7.0% |
| 3Y | +29.1% | +21.6% | +7.6% | +15.7% |
| All | +6.5% | -0.1% | +6.6% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling