+107.9%
IYR vs IQV
+487.2%
-379.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -0.9% | -2.6% | +1.7% | -0.1% |
| 30D | -2.4% | +6.2% | -8.6% | -4.4% |
| 3M | -2.0% | +38.0% | -40.0% | -12.9% |
| 6M | +2.5% | +43.9% | -41.4% | -11.0% |
| YTD | +8.3% | +14.0% | -5.7% | +1.1% |
| 1Y | +6.5% | +35.5% | -29.1% | -7.3% |
| 3Y | +29.3% | +20.3% | +9.0% | +13.6% |
| 5Y | +5.7% | -1.6% | +7.3% | -1.5% |
| 10Y | +69.2% | +233.4% | -164.2% | +2.7% |
| All | +107.9% | +487.2% | -379.3% | +10.9% |
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 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