+103.5%
LYB vs IQV
+498.2%
-394.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.7% |
| 7D | +0.3% | -2.2% | +2.5% | +1.1% |
| 30D | +2.5% | +8.3% | -5.8% | -1.1% |
| 3M | +1.4% | +44.6% | -43.2% | -14.7% |
| 6M | -3.5% | +52.6% | -56.1% | -22.2% |
| YTD | +52.0% | +16.1% | +35.9% | +37.1% |
| 1Y | +22.1% | +37.3% | -15.2% | +1.2% |
| 3Y | -22.8% | +21.6% | -44.3% | -35.0% |
| 5Y | -3.4% | +0.5% | -3.8% | -13.8% |
| 10Y | +47.4% | +239.7% | -192.3% | -27.7% |
| All | +103.5% | +498.2% | -394.7% | -18.7% |
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