+1,036.8%
MA vs IQV
+511.9%
+524.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -2.7% | +2.3% | -5.0% | -3.7% |
| 30D | +1.5% | +13.4% | -11.9% | -4.1% |
| 3M | +20.4% | +43.3% | -22.9% | +1.5% |
| 6M | +11.1% | +50.5% | -39.4% | -9.5% |
| YTD | +2.0% | +18.8% | -16.8% | -8.6% |
| 1Y | -2.2% | +45.5% | -47.6% | -21.0% |
| 3Y | +41.9% | +19.4% | +22.5% | +19.5% |
| 5Y | +75.4% | +1.7% | +73.6% | +57.1% |
| 10Y | +527.5% | +247.9% | +279.6% | +196.2% |
| All | +1,036.8% | +511.9% | +524.9% | +326.7% |
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