+95.0%
MO vs IQV
+22.1%
+72.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.3% |
| 7D | +0.1% | -2.2% | +2.4% | +0.1% |
| 30D | +7.1% | +8.3% | -1.2% | +7.2% |
| 3M | -2.0% | +44.6% | -46.5% | -1.2% |
| 6M | +7.3% | +52.6% | -45.3% | +8.4% |
| YTD | +23.5% | +16.1% | +7.3% | +24.5% |
| 1Y | +11.0% | +37.3% | -26.3% | +11.6% |
| 3Y | +95.0% | +21.6% | +73.4% | +100.7% |
| All | +95.0% | +22.1% | +72.9% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling