+1,731.2%
JBL vs IQV
+487.2%
+1,244.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +4.0% | -2.6% | +6.6% | +5.1% |
| 30D | -7.5% | +6.2% | -13.7% | -10.0% |
| 3M | -14.1% | +38.0% | -52.0% | -26.9% |
| 6M | +25.9% | +43.9% | -18.0% | +3.2% |
| YTD | +36.7% | +14.0% | +22.7% | +23.2% |
| 1Y | +49.0% | +35.5% | +13.5% | +22.3% |
| 3Y | +191.8% | +20.3% | +171.4% | +141.9% |
| 5Y | +409.8% | -1.6% | +411.4% | +361.6% |
| 10Y | +1,509.2% | +233.4% | +1,275.8% | +707.6% |
| All | +1,731.2% | +487.2% | +1,244.0% | +687.8% |
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