+177.9%
KO vs IQV
+236.7%
-58.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -5.3% | +4.2% | -0.1% |
| 30D | +1.6% | +5.5% | -4.0% | +0.5% |
| 3M | +5.8% | +41.2% | -35.5% | -1.0% |
| 6M | +14.3% | +50.5% | -36.2% | +5.1% |
| YTD | +27.3% | +14.1% | +13.2% | +22.8% |
| 1Y | +33.2% | +39.9% | -6.8% | +22.7% |
| 3Y | +64.5% | +20.5% | +44.0% | +52.5% |
| 5Y | +83.1% | -1.2% | +84.3% | +75.6% |
| All | +177.9% | +236.7% | -58.9% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling