+326.4%
MO vs IQV
+487.2%
-160.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | +3.6% | +6.2% | -2.6% | +2.6% |
| 3M | -3.7% | +38.0% | -41.7% | -8.3% |
| 6M | +4.5% | +43.9% | -39.4% | -1.5% |
| YTD | +21.5% | +14.0% | +7.5% | +18.2% |
| 1Y | +9.5% | +35.5% | -26.0% | +3.1% |
| 3Y | +93.6% | +20.3% | +73.2% | +82.3% |
| 5Y | +97.5% | -1.6% | +99.1% | +90.9% |
| 10Y | +111.2% | +233.4% | -122.3% | +52.7% |
| All | +326.4% | +487.2% | -160.9% | +187.6% |
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