+202.3%
MMM vs IQV
+505.9%
-303.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | +12.1% | +1.2% | +11.0% | +11.6% |
| 3M | +1.4% | +9.8% | -8.4% | -1.8% |
| 6M | +26.6% | +53.8% | -27.2% | +9.2% |
| YTD | +16.8% | +17.6% | -0.8% | +8.3% |
| 1Y | +10.1% | +18.6% | -8.5% | +1.7% |
| 3Y | +158.4% | +36.9% | +121.5% | +120.6% |
| 5Y | +43.1% | +4.1% | +39.0% | +31.5% |
| 10Y | +74.2% | +243.7% | -169.6% | +6.9% |
| All | +202.3% | +505.9% | -303.5% | +64.0% |
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