+886.3%
MOD vs IQV
+252.3%
+634.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.3% |
| 7D | -17.8% | +4.8% | -22.6% | -19.5% |
| 30D | -43.2% | +5.9% | -49.1% | -44.6% |
| 3M | -46.0% | +13.7% | -59.7% | -49.2% |
| 6M | -62.2% | +54.0% | -116.2% | -70.5% |
| YTD | -22.8% | +22.1% | -44.9% | -33.8% |
| 1Y | -35.5% | +29.1% | -64.6% | -46.4% |
| 3Y | +128.2% | +40.4% | +87.8% | +74.5% |
| 5Y | +791.6% | +9.1% | +782.5% | +663.3% |
| 10Y | +886.3% | +251.2% | +635.1% | +404.1% |
| All | +886.3% | +252.3% | +634.0% | +404.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling