+925.4%
JPM vs IQV
+492.3%
+433.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.3% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.1% | +8.6% | -9.7% | -4.2% |
| 3M | +14.1% | +41.1% | -27.0% | -0.8% |
| 6M | +23.3% | +48.6% | -25.3% | +4.0% |
| YTD | +11.3% | +15.0% | -3.7% | +2.6% |
| 1Y | +23.0% | +38.1% | -15.1% | +4.7% |
| 3Y | +162.6% | +21.4% | +141.2% | +125.9% |
| 5Y | +152.8% | -1.0% | +153.8% | +131.7% |
| 10Y | +583.6% | +233.0% | +350.7% | +254.0% |
| All | +925.4% | +492.3% | +433.1% | +340.5% |
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