-3.3%
LVS vs IQV
+242.6%
-245.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -3.5% | -2.2% | -1.2% | -2.6% |
| 30D | -6.2% | +8.3% | -14.5% | -9.5% |
| 3M | -14.8% | +44.6% | -59.4% | -28.2% |
| 6M | -20.9% | +52.6% | -73.4% | -35.2% |
| YTD | -33.0% | +16.1% | -49.2% | -39.0% |
| 1Y | -20.0% | +37.3% | -57.3% | -32.9% |
| 3Y | -6.9% | +21.6% | -28.5% | -21.4% |
| 5Y | +9.1% | +0.5% | +8.6% | -1.4% |
| All | -3.3% | +242.6% | -245.9% | -49.4% |
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