+499.0%
MA vs IQV
+236.7%
+262.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.5% | -5.3% | +1.8% | -1.1% |
| 30D | +0.7% | +5.5% | -4.8% | -1.8% |
| 3M | +15.8% | +41.2% | -25.4% | -2.1% |
| 6M | +10.2% | +50.5% | -40.3% | -10.6% |
| YTD | -0.5% | +14.1% | -14.6% | -9.3% |
| 1Y | -1.8% | +39.9% | -41.7% | -19.7% |
| 3Y | +38.7% | +20.5% | +18.2% | +15.0% |
| 5Y | +67.6% | -1.2% | +68.9% | +52.0% |
| All | +499.0% | +236.7% | +262.2% | +187.4% |
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