+780.1%
MAR vs IQV
+487.2%
+292.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -0.5% | -2.6% | +2.1% | +0.6% |
| 30D | -4.7% | +6.2% | -10.9% | -7.2% |
| 3M | -15.6% | +38.0% | -53.6% | -27.5% |
| 6M | +1.2% | +43.9% | -42.7% | -15.5% |
| YTD | +7.5% | +14.0% | -6.5% | -1.8% |
| 1Y | +26.6% | +35.5% | -8.9% | +5.9% |
| 3Y | +66.0% | +20.3% | +45.6% | +39.7% |
| 5Y | +154.1% | -1.6% | +155.7% | +130.9% |
| 10Y | +441.9% | +233.4% | +208.4% | +163.5% |
| All | +780.1% | +487.2% | +292.8% | +253.0% |
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